Great question! Each bottle is bubble-wrapped and placed inside a thick cardboard box. Freezing has only been an issue when people left it outside in their mailbox too long and the bottle not only froze but broke too. Happened to just two so far since December - 1 in Chicago and 1 in Canada... both with temps in the 10-20F range. It was left outside too long.
You can sign up for text and/or email for a delivery notification with USPS or UPS after the label is in the system. Shopify (which we use for e-commerce) also sends out an email once it's been delivered, so that's been helpful as well.