Developing effective strategies to rapidly support grid frequency while minimizing loss in case of severe contingencies is an important requirement in power systems. While distributed responsive load demands are commonly adopted for frequency regulation, it is difficult to achieve both rapid response and global accuracy in a practical and cost-effective manner. In this paper, the cyber-physical design of an Internet-of-Things (IoT) enabled system, called Grid Sense, is presented. Grid Sense utilizes a large number of distributed appliances for frequency emergency support. It features a local power loss $Delta P$ estimation approach for frequency emergency control based on coordinated edge intelligence. The specifically designed smart outlets of Grid Sense detect the frequency disturbance event locally using the parameters sent from the control center to estimate active power loss in the system and to make rapid and accurate switching decisions soon after a severe contingency. Based on a modified IEEE 24-bus system, numerical simulations and hardware experiments are conducted to demonstrate the frequency support performance of Grid Sense in the aspects of accuracy and speed. It is shown that Grid Sense equipped with its local $Delta P$-estimation frequency control approach can accurately and rapidly prevent the drop of frequency after a major power loss.