Is it possible to thicken frozen cream?
To thicken anything 'like a bechamel sauce' you would use a roux.You could just add flour to the cream, or any other liquid, but it should be added to a small amount of the liquid and form it into paste. Then return the 'paste' to the rest of the liquid and heat until thickened (it will have to boil).

A roux, however,  is a richer base for a sauce. Start with  equal amounts of a fat (butter, olive oil, sausage drippings...) and flour. Get the fat hot and then whisk in the flour until it has absorbed all of the fat into the flour. Then add your cream and heat, still whisking, until thickened.

If this is not what you are after, please be more specific. Perhaps describe what your end goal is. This can be used to create anything from sawmill gravy to nacho cheese sauce, depending on what you add to the cream or milk afterwards.