you should not be too worried about receiving worms in winter, never had any winter worm DOA's that i can recall...... we keep ours refrigerated when holding as it is, they keep much longer and it slows their life cycle. supers are kept at room temps though.
we use a gutloaded bedding and allow them to warm for about a half hour to an hour prior to feeding them to our herps so they have various opportunities to feed on the yummy goodness of the gutload
brief exposure when shipping worms to temps below 40-35 do not seem to harm them at all, and usually most suppliers use heating elements when expecting more extreme conditions. crickets are the ones more likely to be affected. we see a few DOA cricket orders every year, no matter the supplier.... a shifted heat pack, dud heat pack, blizzard, delay..... always seem to run into a few boxes of deceased crix.
not saying this is common however, we do order quite a bit so our odds encountering such an incident are greatly increased.
all the places mentioned thus far are very good sources, reptilefood.com is also very reliable. if feeding small groups of animals, producing your own may be a viable option as well!