If a spring is compressed by a force at room temperature, the spring will return to its original length once the force is removed. In the language of CoE the compressed spring is said to "store" the energy of the work done by the force.
Now compress the spring again and then place it in a bath of liquid nitrogen. The spring will not return to its original length once the force is removed. At this stage I would say some of the "stored energy" has vanished and CoE has been violated. Harry