Answer: I agree, frosty weather would affect all three, not just one of them. I'd closely inspect the affected one for signs of insects or disease. If you have a magnifying glass, look for tiny insects and webbing on the undersides of the foliage. Spider mite populations can wreck havoc with arborvitaes. If you find none, then inspect the root system. Root rot, caused by poor soil drainage, will turn the roots mushy. Healthy roots are white inside; diseased roots will be a rusty brown or black. Even though your arborvitaes are planted near one another, soil drainage can be different from one planting spot to another.
Hope this helps you determine the problem!
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