The frozen columns feature is not yet available in the current version of shinobigrids for Android, though it certainly is on our development roadmap and is quite a popular request.
That said, it should be fairly straight forward to achieve the same effect with two separate ShinobiGridViews, with one holding just the column to be frozen. By not setting a default or minimum column width on that ShinobiGridView the frozen column will fill the space it is given so won't be able to be scrolled horizontally.
To get the vertical scrolling in sync you should be able to add a RecyclerView.OnScrollListener implementation that handles synchronising the vertical scrolling to the data GridRecyclerView of both ShinobiGridViews. We do something very similar with the header and data GridRecyclerViews to get horizontal scrolling in sync.
I hope that helps!