On January 24 1998, Madonna performed Frozen for the very first time. It was at the Sanremo Music Festival, in Sanremo, Italy, that she first promoted the song, and the forthcoming album, Ray of Light.
The following month, on February 21, she performed the song on the BBC 1’s The National Lottery Show. Additionally, that same month, she appeared and performed the song on the German TV show Wetten dass..?
You only see what your eyes want to see
How can life be what you want it to be
You’re frozen
When your heart’s not open
Today In Madonna History 
Frozen-a truly stunning and beautiful ballad both for Sean and Guy-Madonna has said “To be loved like that or to love someone that way!”
If I’m correct all those performances were playback . Strangely
You’re right. Many European shows aren’t equipped to film live music so they always do playback like most shows did in the early 80’s.
But Sanremo is the live festival of italian musci, so…she was afraid and we all know that, the weak voice is one of her characteristics.