I bet you could check it the same way you can tell if an egg is boiled. Set it on the counter and give it a spin. Lightly touch the top to stop it. A fresh (unfrozen) egg will start to turn again due to the momentum of the contents. A frozen egg will remain still like a boiled egg.
db
I agree w/ the poster above me: an unfrozen egg will not spin well. This is also the test for a hardboiled vs. uncooked egg: will it spin? A hardboiled one spins freely.
If the shell isn't broken, I'd put it in w/ the others and call it good. I've found 1 questionable egg since our recent cold snap. It was frozen to the ground after our pullet escaped from the run somehow. I put it into the fridge to warm up. :LOL