There are a few things you need to think about.
Where do you intend to use this ATPL? In other words will it be recognised where you intend to work?
Doing the Oz ATPL's will be no use to you with just a NZ CPL. At the very least you will need to convert your NZ CPL to an OZ Cpl in order to make use of the OZ ATPL credits.
A "frozen ATPL" is one where you have the qualifications but not the minimum flight time requirements for the issue of the ATPL. It is issued once you have meet the minimum flight time requirements. There is no flight test required.
There is no such thinhg as a "frozen ATPL" in NZ. NZ is like the USA where as well as meeting the minimum flight time requirements you have to have sat and passed the exams and the flight test before you can get your ATPL.
In NZ your command upgrade check ride will/can be your ATPL flight test.
I would be inclined to do the exams for the country where you intend to use the ATPL initially.