Q.Harvesting seeds
Frost has killed my Ipomoea calonyction (Moon flower). Large seed pods have formed, and I’m wondering when I should harvest them.

Certified GKH Gardening Expert
They are ready to be harvested when they are dry and brown. If you are worried about the cold damaging the seeds, you can harvest the pods green and then place them in a paper bag in a cool, dry place and they will dry there and be ready to harvest when the have turned brown in the bag.

You certainly want to gather them before they open. Here's a couple of articles that should help:
http://homeguides.sfgate.com/guide-harvesting-moonflower-seeds-45803.html
https://www.gardeningknowhow.com/ornamental/vines/moonflower/growing-moonflowers.htm