Can I substitute whole anchovies for anchovy paste?
You can easily make your own anchovy paste from canned anchovies.   This America's Test Kitchen video shows how:


Chop the anchovies fairly finely
Mash with a fork until smooth


Some sites recommend adding  a little oil for a smoother texture.

I have never tried it, but I don't see any reason this would not freeze exceptionally well, as neither whole anchovies nor the paste are used for their texture.