The second stage of frozen shoulder is called the Frozen Stage. This is the stage where the shoulder is actually frozen. You have reached this stage of frozen shoulder is you cannot move your shoulder. The pseudo good news about this stage is that the pain you were suffering during the last stage has mainly gone away; but the stiffness is worse.
Treating the inflammation is key during this stage as inflammation is driving force behind the freezing. In regards to frozen shoulder exercises, stretching is important during this stage.