I don't think the frozen part was his concern. I think he was concerned about someone thinking that he was hunting out of season. I think you would be fine, assuming you're on private land and not taking a shotgun to the neighborhood park. I frozen duck (even thawed) is very evident that it didn't die that day. I wouldn't think a game warden would give you trouble. It would be very clear that you weren't hunting. At least to me it would.