What is the name of the glacial cave containing two frost atronachs, and how do we teleport to that location?
Solution 1:
You are probably thinking of The Chill, an unmarked location in Winterhold:
It is a prison protected by Frost Atronachs: one is there when entered, and three more appear when leaving the cave.
Maybe you thought it was part of a quest because you committed a crime somewhere in Winterhold and had to fight your way out?
To get there using the console, type coc WinterholdJail.