There is a bait shop I've bought minnows at on Roanoke Ave in Roanoke Rapids. There is also the guy who sells live shad on 158 to your left when you get off 95. Might just be better off purchasing some locally and using a battery power aerator to keep them kicking. I've bought ones from Paul's grocery in Knightdale before.
I will say the shad work better in my opinion. They are extremely fragile though I agree.