In Spain we definitely have mosquitos, and most Augusts we have these summery storms, sometimes bringing also hailstorms (sizze varies though between drop sized ice and golfball sized ice)
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.
I just returned from a vacation in Wyoming where we were hit by a number of hailstorms, not to mention more common thunderstorms (it was a VERY wet and cold May). Still had to deal with mosquitos (but not nearly as bad as in mid-late summer).
[1] http://www.accuweather.com/en/features/trend/hail-or-sleet-h...