The Frosty Threesome Ending is an Ending in Prisoners of the Elder One. It occurs after using the Transfigurative Orb on Satsu after successfully bringing her to Gillermo. This requires learning about Satsu's deadliness, giving the Collar to Satsu under the guise of it being a gift, guiding her to Gillermo, and then using the Orb on her. Be advised that, other than achieving this ending, there is no other reason to collar Satsu; while Erik receives both the Sleeping Drug and the Love Potion from this, the Love Potion cannot be used, as it needs the collar.
The spell backfires, turning Erik into a clone of Satsu, collar and all. With both yuki-onna's powers weakened, the two decide to share Gillermo, much to his confusion.