I read this book around 10 years ago so it's older than that. I vaguely remember details about this girl that lived in an ice world. I mean literally lived in a giant block of ice and manipulated it to get around. I think the world was separated into different realms. At one point during the story she visits the fire realm. Please help, I want to read it again but I can't remember its name for the life of me!
Other than what you say about there being no human world element to it, it sounds like the second book of an unfinished trilogy by Phyllis Eisenstein called the Book of Elementals. Book 1 is Sorcerers Son. Book 2, which is the one that sounds like your description, is Crystal Palace.
It's a story about Clay Ormoru, a sorcerer who is friends with demons and able to travel the demon realms (ice, fire, air and water). He is able to manipulate spiders and their webs in various ways, including spying into other places via webs. He needs the protection of other demons to travel in other realms, usually its an air demon who wraps him in a clear cloud so he can breathe in the water realm, or a fire demon who keeps him warm in the ice realm. The Ice/Crystal Palace is actually half in the ice realm and half in the human realm, draws its energy and power from the demon ice realm. Clay goes there and falls in love with the girl/princess, and tries to make her warm (bring out her emotions etc) and tries to rescue her from the clutches of the sorcerer who holds her, her grandfather.