I would not put anything on combs to prevent frostbite. Vaseline and other creams/ointments can also freeze in extreme low temps. Do you have any pictures of the frostbite on combs? Here is a good article about frostbite prevention and treatments:
https://the-chicken-chick.com/frostbit-in-backyard-chickens-causes/
https://the-chicken-chick.com/frostbit-in-backyard-chickens-causes/