Alphys shrieks and covers her head as Frost attacks, but when she doesn't immediately die, she looks up to see everyone else throwing up shields.

"Ohhhhh my god-" She breathes a sigh of relief before realizing oh wait she can do this too. Holding up her staff, she summons up her new powers. "Mew Mew... MAGIC SHIELD!"

...Yes, she's going to give all of her new tricks anime attack names. Her contribution to the shield looks like floating bits of glitter dispersed in between the electricity and the flames.