Only two Ice Demons are encountered in the game, both in the Underground Waterway, each one guarding one of the longest ducts of that area's second section. They are very dangerous enemies that can kill the player in just a few attacks.
They first will hover in place and summon big chunks of ice that will start raining in Nathan's direction. If he is hit by any of these, he will immediately become frozen, with his defenses severely reduced and unable to evade the remaining projectiles, potentially being able to be killed in just one attack.
Throw a couple of Crucifixes at the demon or summon a monster while it is casting its attack, and prioritize evasion above everything once it starts.
His appearance changes again with Lament of Innocence: his body is now more muscular and has mysterious tattoos. His head looks like that of a ram, his paws become clawed and his wings resemble those of a bat.
However, he doesn't have as many attacks: he can only hit the player with his claws and summons a ray of ice in the direction of the player.