Welcome to Basenotes, Automatic!
Since I live in Minneapolis, I am familiar with cold. I have had no problems whatsoever, even at -20 Fahrenheit (except that you have to let the fragrance warm up before you can even smell it). Since fragrance is around 85% alcohol (correct me fellow BNers if I've got this wrong), it's pretty tough to make it freeze.
As for good Canadian retailers, I'm sure your fellow Canadians will chime in. I know only of Holt Renfrew and when I dealt with them recently, they were excellent.