I mean a template that would fit the idea of someone having power over supernatural ice so cold that it freezes your very soul.
Nothing that would fit that idea.
I'm not sure what I'd want my creature to be as.... Taanar'i, Obrynth'i, or Baatezu. Obrynth'i might fit best, of course...
That's why you reflavor. You only care about what mechanical benefits said templates grant you, and you describe it however you want.
Let's see what I can find in five minutes that would fit a 'cold demon', starting now:
Cold Elemental Creature: Elemental Immunities (excellent), Cold subtype (immunity to cold, good), deals cold damage with its melee attacks.
Entropic Creature: Normally from the Negative Energy Plane, easily reflavored as soul-chilling cold (undead, being soulless, don't care).
Half-Water Elemental: Gets some Ice-related SLA's based off HD.
Umbral Creature: Does Strength damage with its touch attacks, sapping the life out of someone.