I too live in a cold environment- Minnesota- I've had good success with ghanns and mulberrt farms. Just make sure to add several heat packs. best thing to do, learned this the hard way past year as it was my first winter in Mn- right before the wicked cold temps hit order several thousand tiny crickets, not quite pin heads- but tiny- and keep those. They will eventually grow to the size you need during the frigid months. If you are already in the negative temps during the day, your best bet is to hit up a petco or petsmart until you can get a temp break. There is always the option to travel a bit to a warmer area. I've traveled several hours to hubs to ensure a live arrival.
I'm not sure what the odor control is-