"He doesn't have to freeze his entire body, he has shown that he can freeze parts of it like an arm. I think that if for some reason he doesn't insta mindhax Scorpion, then he'lll dodge the fireball or tank it. If he tanks it he'll quickly start to vaporize, but can stop it by freezing the inflicted parts quickly. From there he can regenerate from his wounds."
1. Freezing an arm or a leg isn't going to be enough to deal with the Scorpion roasting his entire body, which is perfectly in-character for him to do.
2. If his flesh starts disintegrating (and this is assuming he has enough time to react to his entire body getting cooked alive in the first place), he's most likely going to do what he did in-canon and cut off his head in order to stay alive. From there, Scorpion burns his head to a crisp.
3. You're giving Dio's reactions far too much credit. If he decides to tank one of Scorpion's fireballs, he's not going to realize he's losing his flesh until the projectile has already burnt a basketball-sized hole in his chest.
On the subject of him even stopping Scorpion's fire in the first place, I should also remind you that normal fire from a torch was able to thaw Dio's ice and prevent him from flash-freezing Jonathan's hand and stopping his Ripple-infused attack. That is far,
far inferior to
what Kuai-Liang's ice is capable of.
Which brings me to another point; If Scorpion doesn't just teleport away the minute Dio tries freezing his spear, he's perfectly capable of doing
this instead. This not only nulls the freeze (because, like I said, Dio's ice is <<<<< Scorpion's hellfire), but also leaves Dio having to regen all that missing flesh before Scorpion comes along and ruins his shit.