I'm not a doctor, this is speculation only. Icy Hot could be a treatment plan after you have frost bite. Methy Silicate breaks down into Aspirin once in the body, which dilates the blood vessels. One of the treatments post frost bite exposure is to slowly warm the affected area with water and/or heat pad, take aspirin to increase blood flow and to apply a non steroidal anti inflammatory cream as well as an oxygen therapy that you would have to get at a hospital. Doctors probably don't advise Icy Hot because it could cause more pain and irritation if the skin is starting to blister, however, it seems despite pain it would have the intended effect of dilating the blood vessels and getting the blood supply and oxygen to the tissue before it dies. I'm not a doctor though. It also seems by dilating the blood vessels and increasing blood flow, Icy Hot could reduce your chances of getting frost bite in the first place, however, I'm not sure how that would affect your core temperature. Frost bite is your body losing an extremity to keep you from hypothermia and death.