To freeze an instrument track, you must select the instrument track AND the midi track(s) triggering it. If you're only selecting the instrument track this might be why you're not having success.

When using a multitimbral instrument, you'll see that multiple midi tracks are triggering the different sounds in the instrument. If you want all the parts of the instrument to be captured, highlight all the midi tracks and the instrument track before freezing. If you just want one of the instrument's sounds to be captured, highlight that one midi track, along with the instrument track.