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Nest Thermostat, HZ432, Heat Pump with Aux. Heat

I live in a relatively new build (2.5 years) in Indiana. We have a Heat Pump System with Electric Auxiliary Heat. While our system works okay, I have always felt like it wasn't quite configured correctly. When the thermostat calls for Aux Heat, I don't feel as though the house heats up as quickly as it should, and it doesn't appear as though "Emergency Heat" is hooked up at all. Please see images below for the Thermostat Wiring and the wiring of our Zone Board. Zone 1 is the one connected to the Nest, and has the concerns outlined above. The angle of the zone board pic is tricky, so follow the wire shadows. Please advise. Am I crazy or is something not configured correctly? I can confirm that no matter if Thermostat is calling for Heat or Aux Heat, only the Heat 1 light is illuminated. Does that have an affect on what the system itself does?