Imagine a "Frodo gene" that sacrifices its vehicle to save its entire species from an extinction event. What happens to the allele frequency as a result? It goes down. Kthxbye.

But if 1 sacrifice ensures the survival of the offspring, then the genes that made the creature commit suicide would have still "won".

Suicide is not even required, just extreme dedication - putting your life on the line. Think motherhood - a mother bear will willingly fight to the death with a bear far bigger than her in order to protect her cubs. Sometimes this leads to her getting killed, but more than often it leads to the survival of the cubs.

Another good example of this type of behaviour is the pecking order; certain individuals submit to the "authority" of others, giving up food, mating rights and fill their body with stress hormones that weaken the immune system.

Shouldn't have pecking orders evolved out of the species and leave us with macho males that never submit?

You seem to imply there's a contradiction between "the good of the species" and "the selfishness of the gene", but it seems you're not paying attention to the subtle ways in which selection works.