By the time a certain enchanted wood had turned into an enchanted park, the fae living there had taken on smaller bodies, to make hiding themselves easier. That much magic they could command, even though they had lost so much of their ancestors' nature. And the bodies of flesh and blood it gained them needed to be taken care of. During winter, when branches were bare, mushrooms were spent, and many little hidey-holes had been claimed by animals or were too cold to spend much time in, most the fae gathered in one place, for safety and warmth.
Near a, by human standards, small waterfall was a crack in the rocks, and every winter it got crowded with goblins and pixies, toadlings and flower fairies, and many others. Even usually hostile cliques held peace, forced together by humans and cold.
Not that it was much warmer in their haven, at first. When the wind turned just right, or wrong, it caught in the crack and swirled into every corner. They could not risk too much light, lest the place caught a human's attention, so they huddled in dark chambers lined with straw whose smell remembered summer, or waxy leaves that would stay green for a while yet, and whispered stories to each other.
At night, some of the fae who did not need warmth because cold was their nature, worked magic for their suffering cousins, dancing under icy stars, inviting the frost to stay in the daytime, too.
As the stream froze, and water ran in new rivulets to its side, a veil if ice grew over the mouth of the crack, spires of glass and milk. The wind had less room to spread its wings, losing speed and bite. And finally, the ice grew thick enough the goblins could light the fire pits in the public areas, at least in the daytime. Fire light and fairy glow reflected off the marble-white wall, its scalloped columns melting into each other, granting the small folk temporary safety.