I'm not a fan the idea of Frost, but she has already been created and is quite popular.
There are plenty of ways to make her unique. Her Ice Mirrors could help keep "zoners" at bay and her blizzard inspired moves could give her some unique moves. She could do anything from pushing the opponent to the other side of the screen, to slowly their moment down, giving her dangerous advantage by already being fast. Instead of the standard freezing, she could use finger tip freeze shot, which give her more range and can be done in the air. She can create ice shuriken or even Ice Mirrors, which can reflect projectiles, or like the Ice Clone, if done at close range, she could use it as an escape, and if the opponent should accidently strike the mirror, they would break and inflict damage.