Frost caves are pretty easy to find though they have increased the difference in possible surroundings a bit with last big patch. But there are some things pretty consistent.
1. There is always an apron in front of the cave, usually roundish and always flat, so look for that from both above and below.
2. Most caves I have found face outwards from the center of the range or mountain.
3. The tops remind me of the tops of troll houses. One type is a bit more pointy at the center front with big icicles hanging down, easy to see from below, the other style is much rounder and really looks like snow trolls should live there. All caves have icicles hanging from the front.

I found one that was the top of the mountain which was so low there was no obsidian. It capped the mountain. But most are on higher mountains at or above obsidian level. If you are finding yourself skunked in areas you are pretty sure have them then use the seed generator to find them at first until you become familiar with terrain.

Watch a vid or two of folks making their way through caves as it is very easy to miss half of what is in them, and easy to be overwhelmed by just yoloing through them.
Travel safe.