Kokslien produced an excellent cross-country ski to claim the win, making up a time difference of over a minute having finished down in 19th after the ski jumping element.
The Norwegian clocked the second fastest time to record an overall effort of 27:14.4 minutes and pick up his first individual win since his victory in Ramsau in December of 2012.
He also led a clean sweep for Norway with Magnus Krog 0.9 seconds behind in second place and Joergen Graabak awarded third ahead of World Cup leader Frenzel.
Frenzel won the ski jump with a total of 122.7 points but was only the 13th quickest on the cross-country leg with him and Graabak 1.3 behind Kokslien.
Graabak was awarded third however with another Norwegian in Magnus Moan fifth, although despite proceedings, Frenzel still has a healthy overall lead of 95 points.