Buckhorn General Store on Hwy 42 has them. We were there yesterday and bought a tube of crickets for four dollars.
It's a little out of the way, though.
https://squareup.com/market/farmandpet
Closer to Jordan, Cruizers at 10525 US-64, Apex, NC.. I haven't used them before. But, they are at the intersection of Hwy 64 and Farrington rd.