Audi Frost Plugs Available Here. Frost plugs are safety features built into your engine. Your engine block contains tunnels that contain coolant mixture so extra heat can be transferred out when you’re driving. During extremely cold weather, this coolant liquid has the potential to freeze. Since the coolant contains water, it expands as it freezes and exerts tremendous force against the inside of your engine. Frost plugs are designed to respond to this expansion, popping out so that the entire engine block doesn't crack. They’re often made of galvanized steel or brass to prevent rust. Even so, they sometimes deteriorate and develop leaks. This compromises the coolant system and threatens sensitive electrical components, so replace faulty frost plugs as soon as you notice a problem.