The cold air in NIflheim could freeze even fire itself. Only those that are incredibly immune to the intense cold could live in such a frosty area. Adrian might be immune to sharp changes in temperature but that does not mean that frost will not accumulate on his body.
He would need Kanlaon to thaw out the layer of frost that accumulates on his body every ten minutes or he would be frozen alive. The three of them must stick together as the influence of the heat that Kanlaon is emitting would diminish if they are far from each other. They also did not move much from their location as the snowstorm was brewing at an incredibly dangerous pace.
"Can you feel my sister's aura?" The God Freyr asked.
"I can feel it, but it is incredibly faint. It is in the direction where the snowstorm is blowing." Frey stated as she could feel a faint connection in the northern location.