I did not know the answer to this but I expect that it can be found on the board somewhere.
However I looked it up elsewhere and the answer is yes and yes.
Thawed peppers will need to drain, fluid will drip from them. Let them sit out at room temp, heating to thaw will affect flavor in a way that people aren't recommending, but it likely depends on the level of heat. Just don't cook them to thaw them and then they can be fermented as is or mashed and fermented as normal etc.
At least that is what others have said.
I bet a lot of delicious sauce has been made from frosted and frozen peppers over the years.
Some people may even choose to do it deliberately as a proprietary (secret) step.
If you go for it and report back I'd bet $10 it was worth it.