Hi, Jennifer! As others have said, I would not worry about moving him while he is in shed, but once you bring him home let him be, as they tend to be grumpy when they're in shed. Aspen bedding is a suitable substrate as long as you change it every month or so and spot clean as necessary.

That's great that you have a reptile vet nearby, it's wonderful to know that you have someone you can trust if anything ever goes wrong, but the truth is reptile medicine is not as advanced as dog and cat medicine, and often times there is not a whole lot vets can do in terms of check-ups. A vet would check inside his mouth for excess saliva, bubbles, abscesses, and signs of stomatitis, his scales for mold and scale rot, his vent for swelling and redness, and could sex him for you. But other than that (most of which you could do yourself), there is not much else vets can do without running blood and fecal tests. It's really up to you, but unless you have reason to believe he is sick, a vet check-up is not really necessary. However, snakes can get internal parasites from eating live rodents, and with new snakes I like to bring in a fecal sample to the vet just to check. It's easier and cheaper than an actual appointment and is usually more conclusive.

As for switching to frozen/thawed food, it absolutely can be done, but ball pythons are notorious for being picky eaters, and switching is a long process. For now, it's probably in his best interest to keep him on his preference of live mice (and yes, having a gender/color/size preference in food, strange as it sounds, is not uncommon in ball pythons) for a month or two, so that you can be sure he is comfortable and settled into his new home, and so that he has some food in him. Switching him to frozen/thawed food is mostly a matter of holding out on him. If you want to convert him, thaw a dark-colored mouse (it's easiest to start out with what he is most familiar with), leave it out for a few hours so that it is completely thawed, warm it up with either warm water, a hair dryer, or both (never heat a rodent in the microwave or oven!!!), then use a pair of tongs to offer it to him. Wiggle it around so that it seems to be moving. You'll have the best luck if you try at night, leaving the room dark and quiet for several hours beforehand. If he doesn't take it, you can leave it in the cage overnight. If he doesn't eat it overnight, throw it out in the morning and wait a week to try again. It can take a long time, but as long as you don't offer him live food, he'll start taking frozen eventually.

Good luck! When you bring him home, we'd love to see pictures!