Sorry about your roo. In the future, avoid preparations containing topical numbing agent (lidocaine in neosporin - the `+' formulation, for example). the lidocaine can result in cardiac arrest. More so in smaller birds/injuries that allow for dispersal into circulatory system.
Use betadine (`iodine') `tea' instead of peroxide for cleaning/irrigation of wounds. Peroxide can kill healthy tissue.
Once a roo incurs cold damage, and is bleeding owing to hens picking at area. It is probably best to seperate from flock. If this is not possible pine tar cut with plain neosporin (`painted' on injured area) will stop the hen damage immediately (bad tasting) and will aid in healing.
Pine tar is slightly toxic, difficult to work with in the cold, and shouldn't be `slathered' on the comb directly above the eyes (can melt and run).
Below zero past two nights, standard comb, no goop and no frostbite (keeping them in tarped run - coop with good ventilation).