The Coldlands
The Coldlands is land permanently imprisoned by snow and ice. Harsh winters seems to be its only season and living here is almost guaranteed death. The town of Winterfell is used to guard the borders between the Highlands and the Coldlands due to reports from neighboring settlements of odd lights and sounds coming from the white mist. Winterfell is also tasked to guard its only prison in Llithe, End's Hold.
Much is unknown to the people of Llithe, journeying deeper into the Coldlands is limited due to how unlivable it can be.