The megaexo bb will only work with an english threaded bb shell if you specify that thread. Likewise shimano, sram and campagnolo external bb's too so the choice is yours really.
But, my 2p, if this is going to se some true winter mileage any thing you put on the bike is going to be subjected to abuse (salt on the roads etc). Which is why most winter builds were traditionally parts taken off the summer bike at the end of the season or as it was upgraded.
So I'd pick up the cheapest crankset / bb bundle that meets your compact and crank length requirements and is 9/10 speed compatible .. Planet x ( planetx.co.uk/i/q/CSSRS350OEM/sram-s350-crankset ) or any one of the online stores that does regular discounted parts and not worry about what the build looks like. Similarly why upgrade to 10 speed unless the existing shifters / mechs are totaled? You'll end up spending a lot of cash .. new shifters, rear mech, chain, cassette at a minimum.