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These articles should be of some help: https://www.gardeningknowhow.com/ornamental/bulbs/calla-lily/green-calla-lily-blooms.htm

https://www.gardeningknowhow.com/plant-problems/environmental/fixing-color-faded-flowers.htm

This article will help: https://www.gardeningknowhow.com/ornamental/bulbs/calla-lily/calla-lily-winter-care.htm

Yellow leaves can be caused by a number of things. Typically in houseplants, it is either underwatering or overwatering. Water when the top of the soil feels dry, but do not let the soil dry out all the way. This article will have some other causes for yellow leaves: https://www.gardeningknowhow.com/plant-problems/environmental/plant-leaves-turn-yellow.htm

There's a good chance you have slugs or snails eating your callas. This article will help you with them: https://www.gardeningknowhow.com/plant-problems/pests/insects/kill-garden-slugs.htm
If this doesn't help, let us know, we'll think about what else might be troubling your plants.

Have you been watering the plants? In order to go dormant, not only do they require darkness, but must also remain dry. Perhaps these articles will help you: https://www.gardeningknowhow.com/ornamental/bulbs/calla-lily/calla-lily-winter-care.htm

https://www.gardeningknowhow.com/ornamental/flowers/calla-lily/make-calla-lily-bloom.htm

It sounds like your calla lilly may be suffering from root rot from being exposed to frost and it looks to be severe. Since root rot attacks the roots and is present in the soil, cutting the plant down to ground level will not really resolve the problem. Ideally, plants with root rot should be removed and destroyed.

For more information on root rot in the garden, please visit the following link:
https://www.gardeningknowhow.com/plant-problems/disease/root-rot-in-garden-plants.htm