It would have to be a pretty hard and long frost to freeze a decent fish pond solid in this country.
As you say water is most dense at 4C, so it sinks to the bottom of the pond. As the surface of the pond gets colder it gets *less* dense and floats on the 4C water below. Convection stops and the only way the lower water is going to freeze is by conduction, ice is a pretty poor conductor of heat and the lower levels are in the relatively warm ground as well.