The gun is fine.
Avoid using it when its frozen, let it thaw at room temperature (i.e., don't heat it) and everything will be okay.
Clean it after it thaws to make sure theres no moisture (of special importance if you having anything with iron content). I would have actually avoided disassembling it while it was frozen, I think there's more chances of damaging something then (like the hop up sleeve which will be less flexible if frozen).
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