if I’m on orders, can a collection agency come after me?

How was it "supposed to be frozen"? Did you contact the institution the account was with and do you have record of it? If so, you are afforded protections under the Service-members Civil Relief Act (SCRA) which you can peruse at your leisure with a quick Google search. Financial institutions must follow the letter of the law on this. Check over the SCRA and how it applies to your specific situation and you'll be on the path to success.

What do you mean by, "come after you"? Being deployed doesn't absolve you of any debts. Debts that you had prior to going active can be reduced to 6% interest, but you're still required to freeze them. If you froze an account and it's not frozen, it means the agency doesn't know it was supposed to be frozen and believes you owe a valid debt. They are entitled to pursue all action to attempt to collect it. You'll have to contact the agency and show them when you had the account froze. Most companies are very willing to work with you. If you never contacted them to request a freeze on your account, and assumed it would happen on its own, then you made an expensive mistake. You can probably get the company to waive any late charges, though.

Talk to your legal assistance attorney. There should be one there somewhere