Yeah, its frostbitten alright. Cut out the dead bits and the plant may yet live.
Cylindropuntia imbricata is somewhat hardy, but I feel like the conditions and limits have been greatly exaggerated since i had a similar experience...
Idk. Hard grown, wet tolerant etc. If you want to grow it, best take something grown outdoors full time.
If that is still the case, than you may just have had a freak winter lowering your hardiness zone...
