aux heat is the elec heat which in effect serves as second stage heat if the heat pump cannot keep up. the thermostat turns it on if the room temp exceeds a couple of degrees above the setpoint. when you place your thermostat in emergency heat mode, no signal goes out to the heat pump and your only source of heat is the electric heat strips. the only time the outside unit has anything to do with the aux heat strips is when ice is sensed on the outdoor coil. this could happen if the outdoor temp is low enough and the condensation on the coil freezes while the compressor is running during heat mode. when the ice builds and is sensed, the system goes into a defrost cycle. the reversing valve changes positon and the freon flow reverts to cool mode so the hot gas can melt off the ice. simultaneously, the condenser fan turns off and a signal connects from outside to the thermostat to force aux heat function. once the defrost cycle is terminated, the aux heat signal from outside goes away and the heat pump becomes first stage heat again.
there may be some variations in thermostats and there are some that do not show you when aux heat is on. placing the thermostat is emergency heat mode should give you a light.
if you set your setpoint to one degree above room temperature, only your outside unit should be running. verify that and look at your meter. then change the setpoint to 4 or 5 degrees above room temperature. the heat strips should be running in addition to the heat pump and your meter should speed up. set your thermostat to emergency heat and call for heat. your outside unit should not be running, only your heat strip. if your observations are any different than above, you may have miswired something or you may have a different problem.