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Froslass's body is hollow, yes. But it doesn't mean it is empty.
Inside her head reside fumes that move freely inside her. This is her sense of being, or personality if you wish. These fumes can also change the density as Froslass wishes, which combined her light body, allows her to float, although the dead weight of her body and ice makes sure she doesn't float too high and keep a stable stance.
If Froslass's body is heavely damaged, she risks cracks in her ice. If the damage is severe, leaks may occur endangering the fumes. They may start to seep through the wounds and get dispersed in the air, leaving an empty husk of ice behind.