I don't know if the freeze will kill them. I noticed them on my crabapple too (and I have some open blossoms, so lets hope the freeze didn't kill all of them!). I plan to spray them with Spinosad (I buy it from Gardens Alive, under the name Bullseye bioinsecticide). I totally get your concerns about killing the good bugs, though. I'm holding off on spraying until blossom drop so I won't interfere with pollunators. Spinosad only will kill beneficials if you spray it directly on them though, so if you make sure to spray when they're not out (like when it's cold) then you should do minimal damage. I don't know about butterfly catterpillars, though. I've never noticed any in my crabapple tree, but I don't know how obviousl they would be if they were there.

I also have removed the entire web before (branch and all) and burned it. If you could find a pole saw this might be a possible solution, unless they're on a major structural branch, but I find mine usually on smaller outer branches.

Here is a link that might be useful: Gardens Alive Bullseye Bioinsecticide

Hi brandislee, thanks for answering.
The freezing temps may have slowed them down, but it did NOT kill them. They were all out of their webs enjoying as much of the folage that they could find. Man I hate those things! I decided to get off as many of the webs as I could reach and smooch the little creeps under my shoes as I could. Then I sprayed the strays and most of the trees with insecticidal soap, which does kill them on contact. There are two web nests in one of my trees that are too high to reach so I just sprayed it as well as I could, knowing I can't get them all but hopefully enough that they can't do too much damage till I am able to get out there on a ladder.
I have an arborist friend who said I don't have to cut and destroy the branches they are on to get rid of them, just destroy, take down their webs, and kill as many as I can find. They really don't damage the trees, unless they are able to completely defoliate it.