Do you have any photos of your coop (inside/out -especially the ventilation)?
Photos of your girl with missing feathers and the blue skin too
You mention the CQ screaming - what exactly do you mean - is she just chatty/bickering or is it more distress?
Changing out a watering system can be confusing and sometimes stressful for them, hopefully they will figure it out soon. Winter time I have found my girls drink much more water than they do in summer, so getting them hydrated is important. If they don't figure it out, then it's best to provide them with a bowl of water.
How much ventilation do you have in your coop? A few common things that cause frostbite is getting their combs and wattles damp/wet, exposure and too much moisture in the coop (not enough air flow).
Frostbite does happen sometimes even with our best efforts in prevention. If the tips of the comb are turning dark, depending on the damage - they may die and fall off on their own. I would not handle/treat frostbitten parts unless they are bleeding or have pus/water blisters, then it might be prudent to spray a little Vetericyn.