As someone who heats only with Mini-Splits: if we make the generous assumption (lacking details) that your dealer didn't foist something unsuitable for your climate upon you, the most likely cause is not being used to how mini-splits typically work when you set a temperature.
If you're cold, turn up the temperature setting. The split measures the indoor air at its head, and almost always no place else. The temperature where you are is almost never going to be the temperature the head is set to, and that doesn't matter. You just need to figure out what temperature at the head equals comfortable where you are.
You might also need a fan to help move air around if the locations of the split heads are not such that they do a good job stirring the air themselves. So if you don't want to run the oil for the super-cold bathroom, you need to bring it warm air from a mini-split head nearby (or from the top of a room the mini-split head nearby reaches.)
Second-hand advice from a factory rep (who spoke to a friend, thus second-hand) is that it's generally best to leave air-air inverter-drive heat pumps set at the same temperature rather than dropping them at night - because the additional heat load when you crank them up in the morning comes when the outside has (typically) cooled down overnight, and forces the pump to operate in a more inefficient part of its operating envelope than it would be at from simply maintaining temperature without a sudden load increase when it's colder outside.