You are correct in stating that entrained air is necessary in concrete that is exposed to freezing and thawing while critically saturated. Even vertical walls can get critically saturated in places. Because you are working in a part of the country that experiences significant freezing and thawing, it is imperative that you maintain sufficient air content in the shotcrete. Remember, you are going to lose some air content in the placement process so the air content of the shotcrete mixture going into your pump must be higher than the desired in-place air content. It is a wise idea to do some testing in advance of the actual shotcreting to determine how much air content you will lose.