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I am sorry to hear about your plant. The cold has damaged many plants this year. You will need to remove the yellow and brown fronds this spring, but only those, as they will not come back. Do not remove green parts of fronds. These articles will help you as well:
https://www.gardeningknowhow.com/plant-problems/environmental/how-to-tell-if-a-plant-is-dead-and-how-to-recover-an-almost-dead-plant.htm
https://www.gardeningknowhow.com/plant-problems/environmental/tips-for-saving-cold-damaged-plants.htm

It is hard to say how well they will grow back. Sago palms do not deal well with lost fronds, but they have been known to recover fine. I would wait a whole season to see if fronds grow back.

Many people don't realize this, but sagos aren't actually palms at all but cycads. These plants are extremely hardy, surviving both heat and cold well. In fact, during summer the plant tolerates drought-like conditions while in winter it is cold hardy to 20 degrees F. So unless you experience extremely harsh winters or it's located in excessively windy areas, there's little you need to do over winter. It should handle the cold just fine. In fact, the plant may only exhibit slight browning from the weather, but this can easily be remedied through pruning.

However, if you're prone to bad winters, you may just want to place the sago in a container instead. It can still be left outdoors but should be brought inside or wrapped during winter.

Here is an article or two that you may find helpful: https://www.gardeningknowhow.com/ornamental/trees/sago-palm/how-to-care-for-sago-palms.htm
https://www.gardeningknowhow.com/ornamental/trees/sago-palm/prune-sago-palm.htm

Sago palms do not like to be disturbed so any transplanting needs to be done with great care. Mature palms can be transplanted in early spring or late fall. Be sure to relocate the plant in a similar area, under the same or similar growing conditions--full sun, well-draining soil, etc. Include as much of the root system as possible when digging up and moving it. You may also want to consider trimming the plant back to prevent transplant shock. Here is an article that you may find helpful: https://www.gardeningknowhow.com/plant-problems/environmental/learn-how-to-avoid-and-repair-transplant-shock-in-plants.htm

This article will help:
https://www.gardeningknowhow.com/composting/ingredients/coffee-grounds-gardening.htm