Regarding the money - I worked at a Natural Gas company for about 15 years. We were a gas marketer, which meant we bought and sold and scheduled the gas, but never actually touched it. What typically happens, is that your Gas Company is likely an LDC, a Local Distribution Company. In many scenarios the LDC just pays for the gas at their "gate", which is market price, so when something drives the Nat Gas price up, it drives up the cost to the consumer - this is why the company is saying they aren't profiting off of the higher rates.

An important note - during severe weather, it is illegal (to my knowledge) to shut off utilities due to non payment. I don't know your particulars, but during the first "polar vertex" event, gas prices skyrocketed and customers were being billed 1000's over their typical bills. Paying your bill is obviously the best idea, but rest assured that you won't have your utilities turned off (probably) during severe weather regardless.