Can I prevent or cure freezing? Are there scrolls for that?

No scrolls, but you can get blessings, certain weapons, like the Forj line of weapons have blessings that prevent freezing. If you are T9 or higher, highly recommended to get the Components to build the Intricate Energized Helmet which is a weapon that both freezes your opponent, and gives you a guaranteed anti-freezing blessing for 2 turns (once per battle).

Best bet is the weapon mods though. Parched crystals/baguettes and Blessing crystals have a chance to give you freeze protection blessings. Both of them can be purchased in the battle shop (or user shops).

Weapon modifications, do I add these modifications to my weapons or ... ? (like game mods)

They are the "crystals" you can buy in battle shop. They can be attached to your weapon to get some bonus; Freeze chance, Blessing Chance, Stealing chance, etc. Some crystal come from 50 win battledrop, I think. But the basic ones come from battle shop.

Follow this link to modify your weapons using any mod crystals you have in your inventory. You just drag and drop to the weapon slot you want the crystal in. You can also click the crystal in your inventory and follow a link from there to modify a weapon. It's similar to modifying equipment in an MMO with enchants, gems, infusions, whatever, rather than a game addon.

are ones that will help you avoid freezing.