Jack Frost in this case is not refering to being that is associated with the cold and winter, but rather a manhwa (Korean term for comics; also manhwa is read from left-to-right). Why am I mentioning this particular manhwa? It happens to have some Hellsing allusions in that the character Helmina (possibly a play on Helsing and Mina) looks almost exactly like Integra, while the character Jack Frost shows similar facial expressions like the ones Alucard gives. Also, Helmina and Jack Frost converse with each other in a simlar matter as Integra and Alucard.
The links that show Helmina and Jack Frost:
All the Jack Frost chapters are not out yet on Onemanga yet, but there are other sites that have the more current chapters:
Also, Mangatraders has more manga than Onemanga (however, you have to set up a free account to download the manga to your computer) and tends to have the most current chapters of a manga and manwha already available: