It's freezing outside, and there is plenty of snow and ice. I go to back out of the waffle house parking lot, the rear passenger brake starts squealing, next thing I know, I am dragging the wheel.

When I put it into Drive or Reverse, it won't unlock. It feels just like the E-brake is on, but it is only on the one wheel.

Frozen brake piston is my first guess. Happened to my friend but not so severe, makes one hell of a racket. You can rebuild it yourself or get remanufactured ones, forget where though. Good luck.