Hi LAM, maybe someone could answer you with the putting the cold egg into the incubator. You may want to let it warm up a bit and only from the cold temp dropping your incubators temp down quickly it may drop it to low for your other embryo's. Just a thought as I do not know.
I have been having issues with my eggs freezing too. I assume we all do especially those that can only depend on themselves to collect eggs and working.
From my experience here in Maine, it seems as though my standard roosters will slow down on fertilization in the winter. Now, could be hormonal, could be the cold killing the germ. Now, this is only my opinion, not a fact and I may just have idiot roos! LOL Now my bantam Cochin rooster is also slowed down in winter. He is a fertile myrtle! I never catch him mounting the ladies.
If your using your eggs for reproduction purposes, do you suppose if you was to place a heating pad or lizard pad on the floor of your egg box, cover with shavings or hay, if this would help you keep your eggs warm enough. Someone will also have the answer to that too. But if you was to put your nest box heaters on a timer, then say from 6am-noon your girls will be done laying and you will not have someone sneaking in for a warm butt!
Good luck, I too hate cracked eggs, frozen doors, frustrated chickens- I'll stop here, don't want to give you a bad day!!! LOL :0)