You know, Evgenyi, interesting as what you have told us is, what you have not told us is even more intriguing!
It appears that you live in SW Russia, a 24hr train ride from BugDesign's place of business in the Ukraine (as suggested by the UA in his addy and the use of "rph", which I believe stands for the Ukrainian hrivnya).
You joined our American forum on the 6th, apparently with the express purpose of asking about mantis survival under shipping conditions in eastern Europe. This is comparable to me placing an order with a site in Mexico, and then asking a forum on Terra Typica about it in my limping German.
You say that the dealer blamed the deaths on the cold. Where I live the temp drops to a chilly 42C (65F) at night, around now,and it didn't occur to me until I checked that on the Ukrainian Russian border it is only a few degrees above freezing, even this early during the winter. You don't mention whether the dealer used heat packs, and if not, why not. Over here, Peter has a clearly posted policy about when he will ship and the use of hot and cold packs. Most dealers with websites also post their policy on live delivery guarantees over here. Unfortunately, we can't understand what these may be on BugDesign's site.
You also haven't told us about your experience with mantids (we have an Introduce Yourself" section just for that). Since you are apparently not affiliated with with any mantis organization in Europe, and your question suggests a lack of knowledge on the subject, it would appear that you don't have much experience with mantids, though of course I may be wrong. The fact remains, though, that if you are inexperienced, an expensive pair of mantids like the devil's flower mantis,
I. diabolica, which you had presumably planned on breeding, is an extremely odd choice for a beginner, while if you are an advanced breeder who can handle the special requirements for this hard-to-breed species, I cannot imagine why you would have allowed these heat loving mantids to be exposed to near freezing weather --with or without a heat pack -- for over twenty four hrs.
Finally, since your question was about conditions that might kill mantids in transit, I wonder why you didn't mention the actual temperature, but did post the name and URL of the dealer who sold you the mantids. None of us here, of course, are likely to use him, and whatever is written on our forum is unlikely to ever be read by your dealer, even if he has English. If it is standard practice for this dealer to treat his creatures and customers in such an apparently negligent fashion, it seems odd that he remains in business.
Thanks for yr time, and I hope that you can find a moment to clear up the bewilderment of an old man!
