is it true if you turn heat or air conditioning off it has to work harder to catch up and you would save energy leaving it on

No. The less time your heat—and especially your air conditioning—spend on, the better.

Turn down or off your heat to save energy, even if you plan to crank it back up later.

Same goes for AC, and even more so, because air conditioners work most efficiently at full blast.

https://home.howstuffworks.com/home-improvement/heating-and-cooling/turn-heat-down-not-home.htm

https://energyair.com/turning-ac-off-vs-leaving/