I'm about to go away for a few days, and usually I would switch the
central heating thermostat down to the frost setting.

That of course will be sufficient to ensure that the pipework inside
the house won't freeze, but my feed & expansion tank is in the loft -
and with the exceptionally cold weather, I could imagine that might
freeze.

My system is a thermal store (i.e. large volume of water), so hot/cold
cycling actually results in a fair bit of movement of the water level
in the f&e tank. I'm guessing that because it's never off for more
than 8 hours on the current timer settings, that any ice "skin" in the
tank gets broken up by the movements in water level.

So I think I'm going to play safe as temperatures are remaining below
freezing for days - and leave the system on its normal settings.

But I'd like to hear - are f&e tanks freezing a real problem?

Are burst pipes elsewhere in the system (due to inadvertently creating
a "sealed system") a possible outcome?