Sadly…not really, ha! The Wine Store (Tarbells) and Atlas Wine are for sure your best bet. Brix up in Carefree is also great, though probably not convienent unless you’ll be up there for some reason.
One thing ill add is that the North Scottsdale Costco is literally a shell of itself. Its been a LONG time since they had anything interesting/unique. I used to drive out of my way to go there…def not anymore 