On Thin Ice - Skellige
This quest will automatically begin after you complete the Battle Preparations quest and speak with Avallac'h on the ship in Kaer Trolde Harbor. From this point on you will be at the point of no return, make sure before you accept this quest you finish any side quests or create an additional save file so that you can finish the side quests later.
On Thin Ice is a very linear quest with two boss battles, Caranthir and Eredin. You can figure out the quest on your own, it's basically following the quest marker and defeating tons of Wild Hunt on your way (plus lots of story scenes and dialogue) I will give you strategies for both of the boss fights.
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Caranthir Boss Fight
This is a two part boss battle, you'll be using Ciri for the first half and Geralt for the second. For the first part of this fight all Caranthir will do is teleport behind you and try to hit you with his weapon, he uses no magic while battling Ciri. Since Ciri is still in her OP mode as well it won't take too long to whittle down his HP.
Get him down to almost 3/4 and a scene will interrupt your fight after which you'll be switching to Geralt.
During the fight with Geralt he'll still teleport around but this time primarily use magic attacks. He likes to fire waves of magic balls at you which you can avoid by dodge rolling and trying your best to stay in his face. The magic balls typically start above the ground and come down on you so if you stay near him/keep running at him when he teleports some place, you'll avoid them.
Much like with all members of the Wild Hunt too, when Caranthir puts up his ice shield (like he has on in the screen shot above with Ciri) you'll want to use Igni to drop it. If you aren't a Sign build then just keep Igni active, otherwise switch back and forth between Igni and Quen for this fight.
When you get Caranthir to half health he will summon an Ice Elemental which you can take out if you want - or let Caranthir kill it for you. His magic attacks can hit this Ice Elemental and it'll make quick work of it too.
Caranthir Weaknesses: Elementa Oil, Igni
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Eredin Boss Fight
The boss fight with Eredin is quite long and comes in multiple parts. For the first part you'll be battling on his ship and he'll teleport around, attacking you with mostly melee attacks. Eredin will mostly use combo attacks, dodge roll to avoid these or you'll take a ton of damage.
During this time you'll want to use Quen whenever you can as well as Igni to drop his ice barrier when he uses it. When you get him down to 3/4 health he will create a portal and grab hold of Geralt, pulling him through. The rest of the boss fight will take place on top of this mountain.
When you first arrive on the mountain Eredin will be fond of using a blue shockwave attack which you can easily dodge with a roll; get close to him and whack him to stop him from using it. He'll also still teleport around and use the combo attacks from the ship.
Eredin has two more magical attacks that he likes to use, one of which will make little blue land mines on the ground and another which calls down meteors from the sky. Both of these attacks look similar and can be avoided the same way - dodge rolls. While Eredin channels both of these attacks he will be vulnerable - rolling towards him and then striking him will both dodge the attack and get you a few hits in on Eredin.
Once Eredin gets down to 25% HP he will go into a Frenzy attacking you at a much faster rate, at about 10% HP or lower he'll create a portal back to the ship which you'll have to follow him through. The rest of the fight will happen on this ship.
Eredin Weaknesses: Elementa Oil, Igni
All that is left of this quest is dialogue and some cutscenes. This quest will complete and you'll automatically accept the follow up, Tedd Deireadh, The Final Age which is the final quest where you control Geralt/do anything besides sit back and watch cutscenes.
Continue to Tedd Deireadh, The Final Age Quest Walkthrough