heat pumps are great but not everyone is comfortable with them yet. I don't understand why, but I'm not gonna try to convert you.

your best bet is likely a condensing gas boiler. you'd need LP tanks set outside or buried, but a properly sized propane boiler can convert 96-98% of the energy in a gallon of propane into heat for your hot water system. oil tops out in the mid 80s

call a reputable HVAC company and ask them for a "manual j" calculation for your home. this will cost a little money, but will look at all aspects of your home when sizing a boiler - insulation, windows, doors, solar exposure, etc. many HVAC companies will spit ball a boiler size of use the old school rules of thumb, then add to that so they don't get calls back from customers complaining about their house being cold

a properly sized boiler would have never shut off during the recent cold snap - that's not a bad thing as new boilers are most efficient when they have long run times. if fact, a properly sized boiler may have struggled to keep up with it was minus 20. you trade needing an extra blanket for 2 days cause the house is 65 instead of 68 for having more efficient operation the rest of the winter

efficiency VT call can you pointed in the right direction with an energy audit. they may even do the manual j calculation for you.