Optically dark dusty star-forming galaxies (DSFGs) play an essential role in massive galaxy formation at early cosmic time; however, their nature remains elusive. Here, we present a detailed case study of all the baryonic components of a z = 4.821 DSFG, XS55. Selected from the ultra-deep COSMOS-XS 3 GHz map with a red SCUBA-2 450 mu m/850 mu m colour, XS55 was followed up with ALMA 3 mm line scans and spectroscopically confirmed to be at z = 4.821 via detections of the CO(5-4) and [CI](1-0) lines. JWST/NIRCam imaging reveals that XS55 is a F150W drop-out with a red F277W/F444W colour and a complex morphology: a compact central component embedded in an extended structure with a likely companion. XS55 is tentatively detected in X-rays with both Chandra and XMM-Newton, suggesting an active galactic nucleus nature. By fitting a panchromatic spectral energy distribution spanning from near-infrared to radio wavelengths, we reveal that XS55 is a massive main-sequence galaxy with a stellar mass of M-* = (5 +/- 1)x10(10) M-circle dot and a star formation rate of SFR = 540 +/- 177 M(circle dot)yr(-1). The dust of XS55 is optically thick in the far-infrared with a surprisingly cold dust temperature of T-dust = 33 +/- 2 K, making XS55 one of the coldest DSFGs at z > 4 known to date. This work unveils the nature of a radio-selected F150W drop-out, suggesting the existence of a population of DSFGs hosting active black holes embedded in optically thick dust.