I'd assume the liquid they use is not pure water. Any additives will lower the freezing point. Just how much depends on the concentration, but if I had to guess I'd say maybe 5degF. So you're safe down to 25-30 degrees F maybe. Also depends how long it's in the truck/plane and unheated warehouse at those temps. Might take a day at those temps to cool off the entire truck's contents.
Do you have any more specs of these systems? Curious what a mainstream manufacturer is using for their "liquid cooling" options.
EDIT: how does Corsair et. al. ship their H100's, etc.? Never seems to be a problem getting those to IL/WI...