Icy Dragonscales was brought into WoW when the expansion, Wrath of the Lich King was released so it can only be found by skinning Dragonkins at Northrend. Even though Icy Dragonscales can be skinned from any dragonkins in Northrend, Sholazar Basin is the only place to farm Icy Dragonscale properly. The drop rate at Scholazar Basin is decent and the creeps are dense and respawns quickly. What you are looking for are the Primordial Drakes that is located at The Savage Thicket.
See below for the exact locate to farm Icy Dragonscales in WoW.