For a furnace you’re talking fractions of a percent difference in efficiency across a wide temperature range so by far the most critical issue is total heat losses to the outside. A heat pump’s efficiency is far more variable making total losses to the outside less important.
Redundancy is critical in areas that get really cold. That may eventually mean turning to hydrogen, but a backup gas furnace for a well insulated home really isn’t a major CO2 contributor. More relevant to the discussion it further reduces the impact of minor changes in efficiency or comfort.
Wood stoves require you to physically be home and are kind of a pain to use thus make a poor backup on their own, though a solid 2nd backup.
PS: Most areas are better off with solar thermal + heat pumps. Solar thermal however requires sunlight which not everyone gets in the depth of winter.
Work out the amount of solar + batteries you need in the winter when the power goes out and your COP is less than 2 because it’s very cold and you need more BTU’s than normal because it’s very cold. Solar thermal is just significantly cheaper on a large home in a cold climate.
Particularly in temperatures where the heat pump is at/under 2.0 COP for a few dozen hours per year, an electric boiler makes a great deal of sense. It's almost as clean as the heat pump in the extremely rare times when it's needed for supplementation due to extreme cold temps, can allow for a more suitably sized heat pump to cover the 99% of heating hours [meaning greater efficiency there], is extremely reliable due to its simplicity, is fully automatable with existing controls, doesn't require local gas supply network, and is a pretty good match for a heat pump.