Cold isn't required for hailstorms. The ice forms at altitude. We have a lot of hailstorms in the spring and summer in Colorado, and while it isn't the mosquitoiest place I've ever lived, there are mosquitoes.
Yeah. Mosquitoes are densest in the tropics where hailstorms are rare, but just about everywhere on earth short of Antarctica has some mosquitoes. I'd think mosquitoes would meet hailstones occasionally, though I can't really see the mosquito surviving it.