The Frosty Threesome Ending is an Ending in Prisoners of the Elder One. It occurs after using the Transfigurative Orb on a collared Satsu. 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.