You can leave them in the shipping container for a couple days. If you expect the composter to take more than a couple days I'd take a box and turn it into a makeshift composter. You can find folks on here who have used plastic tubs and boxes for their composters. You just need it to last a short time until your composter arrives.

The worms will need to eat and likely haven't had much lately. Hopefully you have something that is already decomposing. Cuz that is where people run into problems with their worms leaving the bin - the food isn't where they can eat it.

This is why it's recommended to get the worm bin ready before ordering worms. You can get a bin at Walmart or even a consignment store. Even a bucket just don't make it too wet and you won't need drain holes for a couple days. Or a trash can. Time to get creative.

Even if the food you give the worms is a slurry the worms wont be able to eat it until bacteria starts breaking it down. I have actually seen the bacteria at work in a slurry of food. You could see movement in the slurry and it wasnt worms.

Steve- your comment about a slurry is interesting to me. I've never heard of a person observing bacterial movement. I could imagine a rich slurry producing enough gas that the flow of gas creates visible movement.

I have mixed opinions about what worms actually eat. I assume they eat anything that is suitable to pass through their (toothless) digestive system. I've fed my worms over ripened tomatoes (cut in half and skin side up) and within 24 hours the worms have completely cleaned the skins out (seeds not included of course). All of the soft mucus of the tomatoe is totally come and the worms are going to town on the meatier part of the tomato. The tomatoes weren't rotten (so they didn't have a massive microbial load) but the worms really went to town. I've seen similar action on corn meal sprinkled on top of the compost. They at least brought the corn meal into their digestive system and moved it around. I think they digested it but I can't prove that. Based on what I've read I believe they also eat the bacterial and fungus rich goo that runs throughout the compost and they probably get a lot of nutrients that aren't readily available in fresh food.

Like most things in the world I don't think what worms eat is black and white... It's gray (metaphorically speaking). At the end of the day though, the facts done change based on what I "believe" but hopefully what I "believe" changes based on the facts :)