Baldur's Gate : The Sword Coast Chronicles : NWN2 Persistent World

It been suggested before.

Open frost mage to Warlock. Sure it only works on One evocation but a Frost mage Shadow dancer
Auril
The Frost Sprite Queen[6] was additionally seen as being synonymous with the Queen of Air and Darkness by some communities of fey, such as those of the Shiverpine Forest in the Deep Wilds.[31] However, after the Sundering the Queen of Air and Darkness was seen to be only impersonating Auril in order to retain followers on Toril.[

Pretty sure that passage describes 4e and 5e, and holds less than zero value in this community.

As DaloLorn hints at, Auril has nothing to do with fey in lore. That's weird 4e or 5e stuff.

No gods have warlocks. Their servant fey or fiends may provide pacts however. For example, Lolth is a goddess served by many demons, and those demons can provide warlock pacts, though Lolth will not. Gods will rather empower actual priests.

I thought I might be wrong but I did remember there was a 3.5E Archfey of Cold and Shadow or Dark and ice or something along those lines.
Regardless it was more just a minor suggestion to add a varity of Flare for a Ice Devil Pacted Warlock, or anything following that, Even Hellfire warlocks "SHOULD" bypass SR and Acid already does this. The only true power that comes form Frost mage is Bonus Natural AC and Bypass Cold Immunity. Otherwise, just switch to Acid Blast and get the same (if not more damage) Effect.