Once you realize that there is, no such thing as risk free living, so everything is dangerous. This becomes a question of how dangerous is it to use cold pressed oils in frying.
Cold pressed oils aren't a kind of oil, they are a process for extracting the oil.
Cold Pressing is a natural physical process used to extract vegetable oils from oilseeds such as Canola and Safflower and nut oils from the likes of almonds and walnuts. These oils are extracted from seed by a simple crushing and filtering process. There is no heat or chemical treatment so the oil is essentially unchanged.
This differs from the way that oils such as corn oil are extracted today, using a chemical solvent like Hexane, which is later distiller out of the oil.
Historically, cold and hot expression methods were used. These methods have largely been replaced with solvent extraction or pre-press/solvent extraction methods which give a better oil yield. In this process the oil is extracted from the oilseed by hexane ...
Still though, some oils are still extracted by the cold press method.
Olive, peanut and sunflower are among the oils that are obtained through cold pressing.
There isn't anything in cold-pressed oils that isn't in their chemically extracted equivalents, so the only danger is from the production of cancer causing chemicals when the oils begin smoking. Here is a chart of some of the common smoke points of cooking oils, and a graph.
You will note that sunflower oil has a much higher smoke point than extra virgin olive oil. Typically, the normal frying temperatures are between 325-375 degrees Farenheit (163-191 Celcius). The frying temperature is very new the smoke point of extra virgin olive oil, but below regular olive oil. If you didn't notice any smoke coming off of the frying pan, you are probably completely safe (from cancer causing smoke, and the formation of aldehydes). Even if you did consume or inhale the smoke from the frying process, you chances of getting cancer from that one exposure are extremely low.