The HVAC guy should at least have been able to tell you why you need and electrician fairly quick.
There is a little terminalogy mess up here i suppose.
A wall furnace is 4-6 feet tall and has a fan in it.
A baseboard heater is, well you know down by the base board.
Have you lived in this house yet? Sounds like you are having a learning experience the hard way.
In an ideal world someone would make sure the baseboard heaters are drawing the rated amperage and do a maunal J load calculation on the house to find out how much heat exactly the house needs to be warm and how much it does have.
The HVAC tech may be on to something though in that if the house is poorly insulated it will feel cold untill you have the heat cranked up fairly high.
Someone needs to look at the whole situation, heaters and insulation, then come up with a solution.
Nothing is cheep about this, sorry.
I could be talking out of my *** though, so beware.