The priestess of cold in the Vale is not in her crypt. I went back to the Yeti cave after receiving the quest to kill her from the evil skeleton dude, but she isn't there. I already killed the Yetis in there. Anyone have this problem before?

It isn't enough to tell Kresslack you will consider the matter. You must agree to kill the priestess. Only then will she appear. Kresslack will say he senses her presence in the Vale.

You can just go back to Kresslack and tell him you've made up your mind. No need to reload an old game.

Yes, lots of people have this problem.