“Spirits of the Goddess,” Nana explained. “Empowered by her power to thaw. The anguished essence of a windigo is compressed, harnessed, and used as a shroud to carry the voice and visage of our Queen. Or—at least—so the legend goes.”
- Utaan ch. 82

A Frost Vessel is an enchanted golem of frost used as a messenger of Verlax. They appear as armored equines covered in ice. Rainbow Dash first encountered several of them in the machine world beneath Shoggoth, and they appear in many later places in her journey:

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