I'm in Canada, and I ship from Recorp all year long. I've never had an issue with ordering from them. I've shipped crickets as low as -30 and they made it here just fine, and it's a much longer trip for them to where I am than to where you are! You could also look at starting a silkworm and/or superworm colony, to tide you over for the ultra-cold weeks (-30 and below).
Also, try your local herp group or rescue- they may have additional suppliers near by, or their own feeder colonies they might let you purchase from. Reptile Kingdom, Niagara Reptile and London Reptile wouldn't be too far away, right? I haven't been there for many years so I can't speak as to their quality, but it can't hurt to ask. All those places have plenty of reptiles they need to feed themselves- you could always ask what they are feeding.