Here, this might help. I recorded Thunder doing shadow grab + Jago doing wind kick next to him (so you can see exactly when the opposing character stops moving because the super freeze is active).
Notice how Jago is frozen in place after the 5th frame (ie, the frame that will hit him). This might help you understand why I say “you are hit the frame before the freeze happens”, and it might help you with that whole “counts the first active frame” thing. Notice that the Thunder grab hitbox is actually applied during the freeze, so Jago was hit on the frame before the freeze started.
Basically, the freeze is just a very long extension of the frame right before it, so if the move hits during the freeze, then the frame right before it is the “first active frame”.
http://gfycat.com/UnacceptableAlienatedAyeaye
It should also now be very clear why the in-game KI data saying Thunder’s grab is 5+0 is so wrong. It means they are completely inconsistent with their own definition of “don’t count 1st startup frame”. They can’t easily list shadow moves at all using their method, because “0 after the freeze” means nothing to them. If the KI data says 0 after the freeze, does that mean I can jump on reaction or not? Where does this mysterious 1 frame get hidden, if not in the second number? Should they list Thunder’s grab as 4+0 then (so that you add 1 to the first number instead)? What about for moves like Raam’s shadow grab, that is 1+0 in my definition… how is the game going to handle that? Are they going to call Raam’s grab 0+0 (which is technically what they need to do to be consistent)?
The SF way of doing frame data is better for these reasons, and when they say Thunder’s grab is 5+0 in the game, they are either doing it the SF way just for shadow moves and not for other moves (which is bad), or it is an error.