Yes, you can freeze sleeping in a car.
Your vehicle is made of metal and glass. These will do practically nothing to keep your body heat inside on a cold night. Remember, hypothermia can occur between 30 and 50°F with prolonged exposure, especially if you get wet. If your core temperature drops below 82°F, you’ll lose consciousness. If your core temp reaches 70°F, death is possible.
To ensure you sleep safely and comfortably, insulate the windows and floor of your vehicle. Layer up with clothing and use a sleeping bag rated for cold conditions.