Run heating duct work through the attic

The HVAC guy has a hammer, and your problem looks like a nail. More ducts! Bigger equipment! Wrong. Your problem is easy to diagnose: this room's ceiling is terribly under-insulated. When people convert attics into rooms, they almost always (like 99% of the time) insulate the ceiling incorrectly and insufficiently. You need a lot more insulation; the lack of enough is the problem, and adding more is the solution. There are two ways to do this: by adding rigid foam boards under the rafters or above the roof sheathing. If you're not planning to redo your roof anytime soon, the latter option is probably right out. So you need to remove the ceiling drywall, put, say, 5" of polyiso foam (XPS, EPS or mineral wool would work too, but you'd need more) under the rafters, put up new drywall, and live with a 5" reduction in ceiling height.

A secondary problem is that the duct is in the kneewall area, which is unconditioned space. So the nice cold air is passing through a duct in a space that's maybe 130 degrees or more. You can wrap the duct in a ton of insulation, which will help. Adding a radiant barrier under the exposed roof decking in the kneewall area will help too. There are lots of other approaches that will work here, such as insulating under the roof decking in the kneewall area to bring it into the conditioned space.

You live in a state that's cold and has high electric rates, and electric baseboard heating uses a lot of juice. I'm guessing costs are your primary motivation, right?

If so, my recommendation would be to take the money you would spend on a whole new system (I'm guessing it would run $10,000-20,000) and instead buy a gigantic solar array capable of making your house net zero. New York state has a lot of incentives and subsidies, to say nothing of the 30% federal tax credit.

This approach will result in no disruption to the interior of your home, reduce your electric bill to zero forever, and be good for the environment. Depending on your current bill and the price of the array, this may be a financial no-brainer. Talk to some solar companies.