I would get in touch with the pharmacy immediately and tell them that you cannot risk using this insulin. Don't open any of the pens. Ask for instructions on how to send it back and ask for a refund or an overnight or 1- or 2-day replacement shipment. In the meantime, get your vet to give you a new prescription and get it filled locally. Wait for cooler weather before ordering online again. Which pharmacy did you order from?
Good luck, and I hope it will work out! I have received insulin where the cold packs were soft, but still cool, and the insulin was fine. But if the cold packs are hot, that doesn't sound good!
Ella