You can't send even send pet food between our countries legally and it is technically illegal to send drugs from Canada to the US or vice versa. So while insulin from Marks Marine or such might be overlooked, they are a licensed pharmacy/retailer whereas individuals are not. So if the package gets examined or x-rayed, you could be in for some trouble worse than just having the insulin confiscated.
I agree with Shoekitty. I would demand a script and just tell her you are not sure where you want to fill it right now. If she refuses, report her to the AVMA. Here are the regulations for Kentucky as of April 2016, so if you have a relationship with this vet, I interpret this to mean she has to provide a script.
Kentucky Kentucky Administrative Regulations
201 Ky. Admin. Regs. 16:110 (2) A veterinarian may refuse to write a prescription if it is not directly requested by a client with whom there is, in the veterinarian's opinion, a current and existing veterinarian-patient-client relationship.