Well, the backstory of Pucklebears goes something like this, as I set it up -
He was tormented in his youth by his fellow elves, in Santa's Workshop, and was grateful when it was destroyed and Santa was killed, slowly he felt the spirit of Christmas leave him, and he grew cold, his skin turning to Frost, and thus becoming a Frost Elf.
Basically, If it is so, then Frost Elves are somewhat of a sup-species of Christmas Elves, but they lack something, or have some deep emotion, which leads them to become cold. Wolfgang is melancholic and malevolent, so he turns into a Frost Elf aswell.. I think that could come for a plausible story?
The citizens of Icelis used to be Frost Elves, who were Christmas Elves many many moons ago, but they had a lacking, some wanted to find joy, others find love, some wanted revenge, whereas others wanted peace, but they couldn't find it, and so lived in Icelis, where an eerie-ness compelled them to forget their lackluster and continue their unfulfilled life..
Tell me what you think of this idea..