As you are well aware by now watering plants when temperatures are close to freezing is a big no no. Especially potted plants. The damage is already done though. While the worst of frost damage usually shows its self almost instantly, it can take up to two weeks for the damage to manifest itself. The only thing you can do at this point is wait and hope for the best. Don't toss the brown ones yet. There is still a chance there is some life left in them, although highly unlikely I figured id let you know.
I have had to deal with mealybugs one time. It was actually when I first started to collect succulents. By the time I realized I had a problem they reached epic proportions. Once I figured out they were root mealys I tried everything I could. In the end I just tossed what I had and started fresh. Now whenever I get new plants I quarantine them as I acclimate them to my to my lighting conditions. luckily for you normal mealys are easy to deal with. You can eradicate them rather quickly with h2o2 treatments or insecticidal soaps . When I get home ill check my notes to let you know how concentrated the h2o2 should be. I would use a fan to get some air movement around your plants indoors to help keep them in check. Don't let this discourage you. You can manage this.
Besides the bugs how are the plants doing under the lights?(specifically the Agave)