The Ice Palace (aka Frozen Castle) is the home of Icebella (KQGS).
Locations
Behind the scenes
Tecnically the entire palace is made up of the central tower, and the Ice Labyrinth that radiates out from it.
While the geography is not 100& clear it maybe possible that Ice Palace (aka also possibly know as the Ice Palace of Dreams) is located on the edge of Tanalore and Avalon where they meet and connect to Scandia. Therefore it was located roughly in the same place no matter which princess was chosen. This would explain the difference in geography as seen in KQ3, and shared similarity in geography once you get closer to the palace itself in both paths.