This is the tapestry Bard used to check back on Thorin’s name and family in DOS. As you can see, Frerin’s listed there, so he exists/existed in movie verse.
In fact, he can be see in AUJ before Smaug’s attack.
It’s a little difficult to see, but if you zoom in close enough, you can see that the guy in the front, with brown hair, actually has the same braids Thorin and Fili have - prince braids.
This is the battle of Azanulbizar. We see Thror fighting back to back with another dwarf - most likely a rather young one, because his hair’s not white yet (as it is even with Balin at that time) and he’s a tad slimmer than the average dwarf, like Kili is. He’s got messy dark-brownish hair, and his clothes are that of a ranger, with a good deal less armor than Thorin wore, so it’s not him. It’s also not Thrain, cuz Thrain’s got grey/whiteish hair at that time already, and he’s a little further away - fighting back to back with Thorin. They’re at the rock where Azog chops Thror’s head off.
This is Thorin’s expression as he does not only see his grandfather get beheaded, but also his baby brother getting chopped to pieces by orc blades.
It’s also the moment after which he immediately goes berzerk to go after Azog, and almost gets killed if it hadn’t been for that oakenbranch.
Remember Thorin chasing after Kili immediately because Kili is just so much like both of his uncles? (◡‿◡✿)
That is why parents scream No at the sight of their child’s body; it is because Death needs to be told he made a mistake, it is because Fate needs to be begged for a second chance, for an exchange, for mercy.