Both "Frozen" and "Stone" are status effects in this RPG. If Mario gets hit by certain ice-enemies, he can get frozen solid which prevents him from doing any action for a few turns. Enemies can still damage Mario normally while frozen. "Stone" on the other hand is actually a beneficial status effect that can be obtained by using the "Stone Cap"-item. While under the effect, Mario turns into a statue and can't move for two turns, but enemies also won't be able to do damage to him, allowing your partner to get a few free hits in.