Sounds like the same weather we're having here. It's -6 out right now and dropping.
I've had a few with those little crystals in the bottom and around the cork that I think were from being frozen briefly that otherwise seemed fine. If they ship you're wine to you in 3 hours you might not need to worry but try that same experiment for two days in the same Temps and you'll get the same result as the uninsulated bottle I promise you. Styrofoam can only insulate for so long and I'm sure it's not days.
I don't know if cargo holds on planes are heated either, they probably are, but if not they should get down to -50 or so regularly for a few hours year round while at altitude but that doesn't seem to effect the wines I have had shipped that way so maybe thay are temp controlled.