TL;DR: There were some absentees on the Frey side, guest right isn't held to as strongly as it once was and it may only apply to the host anyway. Even so a man of the host will most likely follow his host's orders as he doesn't really have any other choice.
In the answer by @Servitor we see that a few of the Freys didn't attend The Red Wedding, most likely because they didn't want any part in it when we see the people's reactions to explaining their absence. Especially Ser Ryman's reaction both times i.e. stumbling over his words to Robb and sweating and being nervous when talking to Catelyn.
However, it is worth noting that guest right is held to less the further south you go and many people take it less seriously in modern times.
One notable custom that the Northmen hold dearer than any other is guest right, the tradition of hospitality by which a man may offer no harm to a guest beneath his roof, nor a guest to his host. The Andals held to something like it as well, but it looms less large in southron minds. In his text Justice and Injustice in the North: Judgments of Three Stark Lords, Maester Egbert notes that crimes in the North in which guest right was violated were rare but were invariably treated as harshly as the direst of treasons. Only kinslaying is deemed as sinful as the violations of these laws of hospitality.
The World of Ice and Fire, The North
Also when looking at those in the North where they do hold to it more closely even then there is mistrust to how much the hold to it and it is implied it is more of a tradition than an actual right nowadays.
"Your father would have had my head off." The king [Mance Rayder] gave a shrug. "Though once I had eaten at his board I was protected by guest right. The laws of hospitality are as old as the First Men, and sacred as a heart tree." He gestured at the board between them, the broken bread and chicken bones. "Here you are the guest, and safe from harm at my hands... this night, at least. So tell me truly, Jon Snow. Are you a craven who turned your cloak from fear, or is there another reason that brings you to my tent?"
Guest right or no, Jon Snow knew he walked on rotten ice here. One false step and he might plunge through, into water cold enough to stop his heart. Weigh every word before you speak it, he told himself. He took a long draught of mead to buy time for his answer. When he set the horn aside he said, "Tell me why you turned your cloak, and I'll tell you why I turned mine."
A Storm of Swords, Jon I
"I do not know how you observe guest right on your mountain, ser. In the north we hold it sacred. Wun Wun is a guest here."
A Dance with Dragons, Jon IX
Looking into the emphasised parts of the quotes above it also seems to imply that guest right is only from the host to the guests who have eaten. Everything refers to the host and the host's roof and "safe from my hands".
However, it is worth noting that if guest right extends to everyone on the Lord's side it simply comes down to what the Lord says you do... he is your Lord after all. And if you don't go with it then what? You've disobeyed your Lord who is willing to break a sacred tradition by murdering a whole room full of nobles and their men, would you expect to live past that event?
On a side note it is worth noting that what respect some people still held for guest right was almost completely gone in areas of the Riverlands following the events of The Red Wedding.
Hanged. The word sent a jolt of fear through her. She looked at the girl, Jeyne. She is too young to be so hard. "Bread and salt," Brienne gasped. "The inn... Septon Meribald fed the children... we broke bread with your sister..."
"Guest right don't mean so much as it used to," said the girl. "Not since m'lady come back from the wedding. Some o' them swinging down by the river figured they was guests too."
"We figured different," said the Hound. "They wanted beds. We gave 'em trees."
A Feast for Crows, Brienne VIII
Just to address Roose Bolton for a moment, he was more than just another Lord caught up in the fray of the event, he actually had a large part in organising it. The quote below alludes to this.
The Lord of White Harbor leaned forward. "The Freys are no better. They speak of wargs and skinchangers and assert that it was Robb Stark who slew my Wendel. The arrogance of it! They do not expect the north to believe their lies, not truly, but they think we must pretend to believe or die. Roose Bolton lies about his part in the Red Wedding, and his bastard lies about the fall of Winterfell. And yet so long as they held Wylis I had no choice but to eat all this excrement and praise the taste."
A Dance with Dragons, Davos IV