Such a shame there, a case of really careless packaging, in my opinion. That's what I'd write in your review, plus recommendation of a heat pack in winter as well.
My solution to that problem is simply not to order orchids in cold weather, or hot weather either for that matter. All my plant orders and trades happen in early spring, or fall. Must admit, I've never seen anything on eBay that I couldn't live without. They show a picture of a big, healthy full-grown orchid, then in the small print they say "plant is in a 2in. pot" which means it's probably 2 years from blooming. You can do better buying online, direct from a reputable orchid grower.
The plant in your first picture looks like it will survive. As Kate said, just mist the leaves for a while until they perk up.
Lots of my orchids in bark mix have that white stuff on the bark. It does no harm to the plant.