I have used their Nightcrawlers for years. Purchased them in Texas, Massachusetts, Kansas, Ohio, New York, no problems. I am sure they have different sources throughout the country but the great thing about Nightcrawlers (which, despite being called "Canadian" are usually the European Earthworm, Lumbricus terrestris) is that they are relatively sensitive to pollutants, insecticides, etc, compared to other earthworms, so they're generally safe to use as food for frogs.
As long as the heat source is not under the pacman then it isn't too bad. The problem with heat lamps is that they dry the substrate out very quickly. You would need to take precautions to keep humidity up if you use a heat lamp. I generally recommend a heatpad on the side of the tank instead of under it, but if you must put it under the substrate, only cover 1/3 or less of the bottom of the tank with it.