Depends whether your DM considers the small globe created by Freezing Sphere to be an object, and, more generally, how open they are to their campaign embracing mutually assured destruction.
Some spells/abilities specifically call out created things as objects, others don't - referred to as 'item' or specific description of whatever it is 'the XYZ'. The rules can get a bit weird if nothing that isn't specifically called out as an object isn't counted as one, and many people are going to think that doesn't make sense (there is also no rule stating this - see below). Most DMs will rule that you can for example pick up the small globe with Mage Hand or try to launch it through an arrow slit with Catapult.
For the Purpose of these rules, an object is a discrete, inanimate item like a window, door, sword, book, table, chair, or stone, not a building or a vehicle that is composed of many other objects.
This is basically what determines if something is an object, although objects are alluded to in a lot of other vaguely defining senses. Under this, a small globe that you (or anyone else) can pick up and throw almost certainly counts. For extra bonus points, a crystal globe (an object) is a material component of the spell and nearly anyone would assume that the spell is referring to that globe (or a very similar one) in its description.
However, this situation is ripe for the most common source of the banhammer in 5e games - 'interpreting the rules'. Across forums and from some games i've sat in on (I would not play a game like this) it seems to be very common advice or practice to interpret the often loosely-worded 5e rules to deter optimization considered beyond the pale. Given a vague rule buried in the DMG and an easy loophole, any DM who wishes to ban this practice can do so without creating a houserule (considered very bad for some reason, especially in groups without anyone who has ever played dnd until recently) by deciding the globe is a 'spell effect' and not 'an inanimate object such as a small globe'.
There are a lot of ways an 11th level Wizard can break 5e DnD and destroy his, her or its foes from complete and utter safety if given time. Freezing Sphere is not even one of the more efficient methods, unless your foes are groups of low hp enemies conveniently clustered for maximum effect (the local college who poo poo'd your research paper, for example). It is a relatively straightforward method that doesn't rely on moving parts, allies, dice rolls or mind control though so it has that going for it.
Regardless, if like many DMs the DM at whichever table this is doesn't want to consider such things as Magically Assured Destruction or secret cross-national archmagi pacts against long-distance magical weaponry, they likely won't want the player characters to be doing this. The NPCs won't because the DM doesn't want them to, and the PCs won't because the DM will say 'no' (or find some convoluted, theoretically-RAW way to say no).
So, can Freezing Spheres be teleported? Yeah, probably. Even if some guy on twitter says otherwise, you can just glue it to a squirrel and teleport that at just the right moment. Or whatever, there are workarounds.
But whether you can teleport a Freezing Sphere in your game depends on the DM and the social contract at your table. Because that kind of game - about brinksmanship, inter-university politics and interplanar early warning systems - is not necessarily the kind of game that everyone sat down and agreed to play.