Need help wiring lakewood qt-2 quartz heater

We recently bought a home and received a Nest 3 from our electric company when we opened our account with them. I wondering if we have installed the thermostat correctly. We have a Lennox Elite Series CBX27UH air handler and ECB29. This is our first experience with a heat pump and it seems to be struggling to keep the home warm. We are in south central Pennsylvania and the temp has been around 28-32 for the past 2 weeks or so. The unit seems to be running continuously and not getting up to the set temperature of 72, it is hovering around 69/70. My main question with the switch to the Nest, there was a white wire going into the E with a jumper from E to W2/AUX on the previous thermostat. Where should this go on the Nest? The * for E? Or into W2/AUX? And do I still use the jumper? The Nest instructions said that jumpers weren't required, but I've seen online that others still use them. I've included a picture of how the original thermostat was installed. I'm wondering if we need to have someone how to look at it, or if this is how a heat pump is supposed to function (continuous running). Or if we have the Nest installed incorrectly. Thank you! [ATTACH=CONFIG]74755[/ATTACH]

I've searched these forums many times over the years and even for my current project. I found some great previous information ( [url]http://www.doityourself.com/forum/humidifiers-dehumidifiers/539676-help-connecting-my-nest-2nd-gen-my-ac-heater-humidifier.html#b[/url]) but I still have a question. I'm a novice at this, but always prefer to do myself. I have a 3rd Gen Nest, Aprilaire 560 and a Perfect Temp 6404 hooked to my Carrier unit. The previous battery powered thermostat had a separate humidistat and the wiring didn't help me when I made this switch. I'm trying to wire the humidifier. I thought I needed the 6AZUZ relay from reading other threads ( thinking I have a 2 wire HUM) but the link I referenced above led me to think otherwise. Currently the Y1, G, R and W1 from the Nest all connect to the same color on the Perfect Temp Unit. The Blue wire is hooked to common on the Nest and to the 24V on the Perfect Temp. The * on the Nest is Brown. I have a red and a white wire (from a yellow wire on the selinoid under the Aprilaire). How do I wire this correctly? Do I need the relay? If so please confirm my thinking that the brown * wire and a 24v common go to the squiggly side (sorry for the non technical term) and the red and white from the HUM go to the switch side of the relay.