i have agreed to kill her, but she is not in the ice cave, ive journeyed for days looking, help!!

The Priestess of Auril can be found in the Yeti Cave within the Vale of Shadows.

Travel safe brave warrior.

-Syl

More specifically, there's a gigantic statue standing in about the middle of the Vale map. Just beneath it is a cave opening, where you probably saw a tent "not made by yetis" earlier in your adventures. This is where the priestess is after you've agreed to kill her.

Well, you have to go to the third level of Kresselack's Tomb first, and confront Kresselack. Once you agree to kill Lysan, go to the Ice Cave. When Lysan appears, pump her for as much info as possible before she gets upset and attacks. She's immune to normal weapons, so hit her wih magic weapons and spells. When she's dead, go back to Kresselack. Make sure you search his coffin, and talk to The barkeep in the Root Cellar tavern. He'll mention that she left some "goods" in her room.
Hope this helps!!