This card was previously intended to be released in the OCG/TCG within the pack; Crimson Crisis as a mentioned Concept Card.
At first glance, this card's Summon requirements seem to make little sense, requiring DARK and Beast-Type monsters as Synchro Material while its own Attribute and Type are WATER and Fiend. However, this is because all monsters that were originally Dark Synchro Monsters in the anime were changed in the OCG/TCG to instead require a DARK Tuner (mimicking the original Dark Tuner requirement) and a non-Tuner(s) of the same Type as the non-Tuner that was used when first Summoned in the anime. When this is accounted for, the requirements make more sense, as Grady first Dark Synchro Summoned this card in the anime using the DARK Fiend "Dark Tuner Catastrogue" and the WATER Beast "Blizzard Lizard".
This card bears a resemblance with a Christian Cross and a traditional Japanese Yuki-onna (Snow Spirit).
This card's name may be based on the author F. Scott Fitzgerald, as he is well-known for his winter-themed books.
This card could also have been based upon the phrase "when hell freezes over", considering that in the Yu-Gi-Oh! 5D's anime dark synchro monsters are said to be born from hell.