I haven't shipped any mantids during cold temps, but I can chip in with my experience with shipping plants (they're pretty fragile - if it's too cold, they turn to plant-sicles and if it's too hot they get cooked). I've shipped ~500 plants over the past several years, and some things I've learned: I tend to avoid shipping when low temps are below a certain threshold, even with a heat pack. A heatpack can only generate so much heat.
If it's cold where I live and warm at the destination, I either use the 48 hr or 24 hr heat packs, plus insulation as needed. An activated heat pack going full strength will cook the plant. If it is warm where I live and cold at the destination, I go with the 48 hr or 72 hr heat packs. I try to activate the heat pack as late as possible and place insulation between the plant and the heat pack. If it is cold at both locations, I use the 72 hr heat packs...or if it's too cold, I wait and monitor the weather daily, looking for a 2-3 day window of opportunity.
I like to vary the amount of insulation. If it's really cold (but not so cold that it's unsafe to ship), I use a larger box with more layers of insulation; if it's not too bad, a smaller box will do.
And then a few times I had to cross my fingers and rely on faith a little, with package delays (especially around Christmas) and mis-routes (a package headed south to a warm location actually took the scenic route north before heading back south again).
I use the Uniheat heat packs, I think that's the only brand that's commonly used.
I know I may be comparing apples to oranges with what I learned about shipping plants vs shipping mantids. I just thought I'd share my two cents.