I've learned Korean quite long. However, I have no idea what the sentense means. 아흐 그래요? = ah really? 네 와서 좀 얼어있습니다 = yeah, come and get frozen (this is really confusing ...

I agree with JulieShen. Sounds odd to me. 얼다 means to be frozen, but it also can mean to get scared. So, whatever or whoever they're referring to, it's scared after it came somewhere. Or the place was too freezing they went to. I'm not sure.