You must kill anything that might know about you letting the dragon escape!
Find 10 frozen goblins in the zone. Click to "Melt the Goblin... Ewww!" and then kill a partially thawed goblin. There are more than 10.
The guardians of the egg have returned.
Defeat Gate Captain H'Bri.
Defeat Tamer Nicoli.
Defeat Kastus. Once defeated you can break the wall in the left tower.
Defeat Ice Maiden D'Ina.
Destroy the egg like before to spawn the Ice Dragon. After it escapes, click on the shards and Snarf Frostfoot will run to the same location and you may talk to him to leave the zone. Do this quickly. You may even need to chase him down because the whole zone is buggy and he may despawn.