For what it's worth, I can describe the method I use to ship in freezing weather.
I use a 7x7x6 priority mail box.
Cut all 6 sides out of styrofoam and line the box with that.
Cut an additional styro wall about 1/2" shorter than the regular height and use that as a divider.
I use a 72hr heat pack and wrap that in newpaper, then place that behind the styro wall.
Put the "bugs" in the container and wrap the container with newspaper.
Then I use green fiber blown insulation to pack around the container.
Put the top styro on, fold up the box and tape it,
Then add on the label and send off priority.
On average with shipping and all materials it costs me $10, however everything arrives alive.
If you don't wrap the heat pack in newspaper, it will reach over 100F and be roasting inside the box. The heat is caused by a chemical reaction to air, so by wrapping the pack you slow down the reaction.
May be a bit excessive, however it has saved me DOAs on shipping countless times.