Shadow damage is one of four damage types, while Freeze is a status condition, not damage type.
Defense protects you from taking damage.
Resistance decrease probablity and/or duration of Status Condition. Status Condition are not type of damage.
If item has Freeze resistance it will not protect you from any damage dealt by Frozen Shambler (Freeze Zombie) - you will just have lower chance of being freezed.
BTW, Dread Skelly Shield has both: Shadow Defense and Freeze Resistance.
It will receive shadow damage, as it implies.