We know that Venus has a poisonous carbon dioxide and hydrochloric acid atmosphere at a temperate of over 800 °F, but what about an ice planet? Mars is mostly freezing with a trace atmosphere, we have Titan with its nitrogen-rich atmosphere, and there's Triton with its ice vents, but I'm thinking about an ice planet with an actual, fairly thick atmosphere. What chemicals might exist and what acidic or otherwise challenging atmospheric conditions might exist on an ice world?
The ice planet regions of earth are already very challenging. An increase in atmospheric pressure and / or wind velocity would make them even more challenging.
The chief meteorologist of Douglas Mawson's expedition to Commonwealth Bay C.T.Madigan wrote in 1913:
"For nine months of the year an almost continous blizzard rages, and for weeks one can only crawl about outside the shelter of the hut unable to see an arm's length owing to the blinding snow drift..."
The Antarctic has strong winds, freezing cold, and ice. Windborne ice particles can abrade and eventually destroy anything in their path.
That is already pretty harsh. Increasing the kinetic energy of the wind (and with it the mass of airborne ice particles impacting your hapless explorers) would make it harsher. You can increase kinetic energy of wind 2 ways.
Higher wind speed. Kinetic energy of anything is 1/2mv2 and so kinetic energy of your moving air mass will increase with the square of the velocity.
Increase atmospheric pressure. This works on the m side of 1/2mv2 : increased atmospheric pressure means increased mass of gas that comprises the wind. Gas is already denser the colder it is. You can increase atmospheric pressure by just having more atmosphere (so a higher column of gas above you pressing down), or incorporating heavier gases. CO2 and NO2, for example, are bigger molecules than O2 or N2 and because all gases are the same volume at equivalent temperature and pressure, a gas mix containing these big molecules will have greater mass than one without.
Those who are a bit familiar with chemistry know that the reaction rate of any reaction is strongly dependent by the temperature.
The dependence goes like an exponential of the absolute temperature, therefore lowering the temperature to the realm of icy planets really lowers to the point of almost nullify the chemical aggressiveness of any compound.
But the extremely low temperature is a risk by itself: materials become extremely brittle when they are at cryogenic temperatures (see what happens to a rose in liquid nitrogen)
Besides brittleness, any lubricant would become pretty ineffective, and proper motion of mechanical parts would become a nightmare for the engineer daring to design for those conditions.
So, if you are looking for challenging environments, the cold is already enough.