I've seen where it has been said, or where someone has stated "in my opinion" or "in my experience" but I have never seen conclusive proof that there is a substantial loss of nutrients.
There are several oft-quoted and referenced articles that are pointed to when this debate comes up. Problem is that they are based on opinion and not scientific fact.
In my experience (again - no scientific proof) I have seen no difference in the health or weight gain of my animals. I currently have two yellow tail cribo brothers - one who will eat F/T and one who turns his nose at anything but live.
At 36 months of age one is 2481 grams and one is 2512 grams...........and for the record, the one eating live is the lighter of the two. Six months ago the live feeder was nominally heavier......so go figure.
Is there a loss of nutrients in frozen feeders? Probably - but it is most likely dependent on the length of time the item has been frozen.