Frozen Shroud is a Back Bling (cape) you can own in Fortnite Battle Royale.
The Frozen Shroud Back Bling is unlocked when you obtain 125,000 XP with the Ragnarok skin (Season 5 Battle Pass Tier 100). It can also be used on other skins.
A relic of the ancients.
Part of the Harbinger Set
The Ragnarok back bling.