The cold isn't what causes finish checking/cracking, nor wood splitting. It's sudden changes in temperature, and humidity that causes it. When I was a dealer, the only company that wouldn't ship stuff to us (in Central Illinios) in the winter was G&L back in the very early '80s when we were one of the first G&L dealers. Guild, Gibson, Martin, Ovation, Fender, Peavey, etc. all shipped them via UPS in any kind of weather. It was our responsibility to let them warm up slowly before we opened them. If there was apparent damage to the packaging when we got the package, we would have to note it on the UPS delivery receipt, but that only happened once, and that was an amp.
The key is packing the instrument well. A hard-case is critical, and not letting the instrument slide around inside the case is important too. Then you want to stabilize the neck so it doesn't whip around inside the case when the box is dropped. Crumpled newspaper is good for that, and it adds a level of thermal protection too. Then secure the case inside the shipping box so it's not taking the blows of outrageous fortune directly. The best shipping containers were Gibson and Martin who used a form of shrink-wrap to secure the case on a triple-wall corrugated form inside the box.
Once it arrives, let it warm up slowly. The best way is just leave it in the case for a day, or at least four hours. I'd take it out of the shipping box, but leave the case closed most days, but if the outside temperature is below about 10º F, I'd leave the case in the box for several hours and let everything warm up some before handling the case.
John