It seems I've looked everywhere but have only found one. I have plenty of stuff to protect me from frost, so I've spent lots of time looking. Obviously I've miss some. Can someone tell me how many are there and WHERE they are pls.?

There are five. I use a light spell, as it seems to pick up the shine on the tears better.
I find one near that big log that stretches at the beginning of the rock formation.
I find two more on the other side of the frozen battle on the ground.
I find two more ON the frozen battle, on rocks.

Save before starting the search (I assume you have.) The tears can be easily kicked into a crevice between the rocks, thus making you have to reload if you do this.
If you have kicked the tears away to unreachable for you, leave the cave and area for three days (I do four to be safe) and the tears will reset to their original position.

If you fought much coming in you may have scattered them some. Look on top of the ice cubes around frozen knight, ground near there, the edge of the frozen area where it borders regular landscape, and just about everywhere, widening your search. They're there- go in sneak mode so you can look more closely.

Thank you so much!!