Can earthworms freeze

Yes arthropods are indeed called cold-blooded as they largely depend on their environment for heat; such as basking in the sun, etc. As such they are called partially ectothermic. The qualification "partial" is employed because some utilize mechanisms which generate heat; such as flying insects like moths and bees which vibrate their wings prior to takeoff to heat one of their body segments. Some flying insects also employ convective, evaporative and possibly heat-exchange thermal regulation methods.