Will they stick together when frozen?

No. Because you are dusting them with confectioner’s sugar they shouldn’t stick. However, to take extra care, add a little more confectioner’s sugar in each baggie and shake it before sealing and freezing.

Do marshmallows go bad?

It’s not so much that they “go bad” but rather can start getting hard and lose some of their flavor. If you are making these, keep them covered and sealed in baggies (squeeze the air out) and consumer within a week. Otherwise, freeze them for a longer shelf...