I am just going to comment on this one part here:
They could have ventured to Northrend at a point in time before the Wrath expansion and died there, or maybe they froze in Icecrown after the Northrend invasion and broke free after Arthas’ death, an event that I’m sure allowed many stronger-willed undead to be let go (if Illidan fracturing the Frozen Throne thus creating Forsaken, and the val’kyr becoming “unemployed” at Arthas’ death are any implication).
This is actually a canon thing. In one of the lore Q&As someone asked about the scourge in the Plaguelands and what sort of control Bolvar had over it, and they stated outright that the transition between Arthas and Bolvar was rough and that he had lost control over the Scourge in the plaugelands.
Edit: Found it:
I don’t think they need to have died a grand, heroic death.
It’s definitely a lot less likely for someone who didn’t die impressively to be risen as a death knight, though. The raising of random corpses willy-nilly was something that only happened for boosting Acherus’ numbers and the bodies were primarily gathered from the Plaguelands, so mostly Argent/Cenarion/Scarlet/Earthen Ring members or random adventurers and mercenaries.
What I’d be more worried about with your idea is the location. The Scourge’s presence in Kalimdor was always very small, and mostly isolated in the Barrens within Razorfen. There was also the battle of Hyjal, but this event didn’t spill over into Winterspring, and the undead army used there had been summoned by the Legion from elsewhere, not gathered from local corpses. The Scourge was also still in the control of the Dreadlords at this point, and they didn’t really have a habit of making death knights— that was the Lich King’s thing, and death knights from this time period mostly consisted of Cult of the Damned members, paladins that lost hope and gave in to darkness, or slain soldiers from Northrend/Lordaeron/Quel’thalas.
It’s not impossible to have a character that froze to death. They could have ventured to Northrend at a point in time before the Wrath expansion and died there, or maybe they froze in Icecrown after the Northrend invasion and broke free after Arthas’ death, an event that I’m sure allowed many stronger-willed undead to be let go (if Illidan fracturing the Frozen Throne thus creating Forsaken, and the val’kyr becoming “unemployed” at Arthas’ death are any implication). Or maybe a particularly aggressive Frost mage/DK killed them. Or maybe they died in Alterac and a stray Cultist picked up their body? WHO KNOWS.
If you’re dead set on the frozen concept you can certainly contrive a reason for it to have happened, but I would re-think the location.
5:07PM Q: What happened to Bolvar? We haven’t seen him reign in the scourge at all. What’s he doing on the Throne?
5:10PM A: It wasn’t an easy transition for him. The scourge and Cult of the Damned operating the in Plaguelands are autonomous.