Cory's are VERY social fish. They are happiest in schools of 4+ and really need friends of their own kind to thrive. So your two might just be hugging together because they're lonely and trying to make a mini school. Or it could be because they're a male and female and have paired off. It's impossible to say.
As far as your albino clawed frog they're not community tank safe, you're lucky that it didn't kill any of your other fish as they can be very aggressive when full grown
. I would think, as you mentioned I think that you have no heater in your tank, that it was probably too cold for him.
Added note: Frogs are also a lot more sensitive to nitrates then a lot of the hardier fishes, it could have been that as well. My ADFs get a 50% water change every single week weather they need it or not.