Mourningfrost gives flat damage per point of dex, not %, that’s what makes it so powerful.
You’re talking about % increased cold damage & yes, that would affect Icicle, bur it would be added in with all other relevant % increased modifiers (% cold, % elemental, generic % damage that isn’t specific to a type) then applied so it’s impact isn’t going to be as much as you think compared to adding some flat damage from Mourningfrost via Dex.
Flat added cold damage would work as long as it either specifies spells (eg, “your attacks and spells gain …”) or doesn’t specify anything (+X cold damage).
Generally, flat damage is hard to get hold of but it’s scaled by everything. And you can get a lot of % modifiers.
Also, relevant (ie, those that either specify the relevant tags, cold, spell, or dont specify anything) %more damage modifiers from the proccing skill tree are inherited by procs/subskills such as Icicle.