[Chilly, but not anything that really bothers him--he's good with temperatures. And besides, he's amused just watching her get all excited over this.]

Looks like it. It could be in a cave somewhere, or it might have been taken by a particular monster... How about it?

[He prods the NPC for more details, and gets a rote retelling of how oh no, the heirloom was taken away by a fearsome snow monster...] See? If you ever don't get enough details, just ask and they've usually got hints.