EDIT: I just realized how long ago this thread was made, and I have no idea why it appeared at the top of the board, but I'm leaving my reply here anyway. I already typed it up, maybe it'll help someone else.
I also have no real input on how to make ice shards, but I have some general scar-making knowledge and a video to share.
Since the scar you're trying to replicate looks like an older scar and is not raised, I'd recommend using liquid latex to make your skin where the scar will be uneven. You can also use scar wax/putty, but those are more often used to make newer/raised scars.
Do not put any of this stuff on your top or bottom eyelids. The skin on your eyelids is far too sensitive to handle stuff like liquid latex and scar putty. If you go with scar putty, you'll also need spirit gum and spirit gum remover. You'll put the spirit gum on before the scar putty, otherwise the putty will fall off in a matter of minutes.
For the coloring, other than the obvious "put blue on your face", you're probably going to need some highlighting and shading colors (most likely a light blue and a dark blue or black). In the photo you posted, it looks like there's also some purple coloration. Personally, I'd buy a light blue, dark blue, and light purple, and then mix and apply them in different ways until you get the desired effect.
This is my favorite video tutorial about doing a scar over the eye:
http://www.youtube.com/watch?v=23iRNLK8v7Y
She also uses something called rigid collodion, which I had never heard of before that video. Basically, it tightens the skin and gives it that "indented" look that a scar has. The scar she makes is a lot smaller/thinner than the one you're looking to do, but a lot of the same basic principles apply.
It sounds like you're wanting to go big with the scar, but subtlety might be key. It might be more impressive if you make it more realistic, even though a subtle scar might not be as much fun to make and apply as one that has ice shards jutting out of it. Either way, the best way to learn is to practice! Hope this helps!