I have done this with pituitary glands from cows. In my situation I'm interested in studying the histomorphometry and I could do this on for the major structures (100x), but at cell level I observed a lot of tissue damage (1000x). With the cell damage that we expect from freezing and thawing the tissue, I expect that you will have similar problems. Depending on your objective, perhaps you could do a western-blotting on the homogenized tissue using the antibodies that you would be applying in your planned immunohistochemistry. Probably a safer manner based on the type of sample that you have.
Freezing without proper cryoprotection will definitely damage the tissue.
I accidently kept perfusion-fixed brains on top of -20 freezing pack for 2 hr. I could see that almost all the nuclei were arranged in a ridiculous way after DAPI staining, indicating that the tissue was totally deformed. Needless to say, immunohistochemical staining did not work at all.
I do not think you can find a good way to do cryprotection in liquid nitrogen. The only one way may be in a good research design. After you get human samples, you need to divide them. You should then save some in liquid nitrogen for Western and fix others immediately for immune. For animals, it is better to perfuse them for immune staining.