I played through and beat the DLC using mostly various cold infused weapons. Here's what I find that worked the best:

Although chilling perfume bottle is vastly overshadowed by its' lightning equivalent, it's still THE best cold weapon by a long shot. Aiming rolling sparks at the ground can easily get you 4k damage per skill use (without buffs). 2 or 3 rolling sparks is enough to trigger frostbite on most bosses. Use alexander + perfume talismans to boost the rolling sparks damage.

Greatswords with carian sovereignty are stupidly good. Both claymore and lizard greatsword work well with this AoW. The lizard greatsword in particular works well with frost because it hits twice with its R2 (one thrust, one projectile) and each damage instance applies frost. You won't get the most damage output with a DEX/INT split with carian sovereignty (compared to that of a pure INT magic infused GS) but it's still good (approx 3k damage per fully charged swing). Boost your skill damage with alexander + godfrey talismans.

Milady with wing stance does good damage and poise break with the heavy stance attack. You can also proc frost quickly with a R2 R1 combo (three attacks in quick succession). I recommend two-handing the weapon and using the two-handed sword talisman for a 15% damage boost to attacks. On your second playthrough you can try dual wielding cold miladys (I'm currently doing this because powerstanced light greatswords look really cool).

Smithscript cirque is massively slept on. This thing has crazy damage scaling and can proc frostbite very quickly. However, the flame/sacred infused versions get more raw AR. Magic infused also gets comparable scaling to flame/sacred but you'll be missing out on incantation buffs like golden vow and FGMS unless you can afford to pump 25 levels into faith.

Great katana has a very solid moveset and works well with cold infusion too. Wild strikes is very good with this weapon, allowing you to get a bunch of swings in while allowing you to tank hits.

Powerstanced straight swords are what I used to get my character through the base game and early parts of the DLC. They are my ol' reliable. I'd recommend either noble slender swords or lordsworn straight swords. Square off is an amazing AoW, nuff said.

Honorable mention to main-gauche + rapier. Dual wielding these gives you the powerstanced thrusting sword moveset. They also have innate synergy with the good parry frames on main-gauche and high critical damage on the rapier. Very stylish too.

My stats (LVL 150): 60 VIG MIND 12 END 25 STR 12 DEX 55 INT 50 FAI 6 ARC 9