The goblins left before my troops were organized/equipped. The goblin leader and mount who froze appears to have vanished... no bodies... no items. So if something is frozen it appears to vanish forever... another type of atom smasher I guess?
while frozen you won't be able to loo'k' the items, only will show "ice wall", when it thaws they'll be there, when you dig the ice, they'll be there, I think you can see them in the 'z' stocks screen.
I had a similar problem to yours, I used like 4 squads of marksdwarves to rain death on them, then I picked them apart with my 4 elite melees I got when my queen arrived, the elites will simply dodge, jump away, block or even knock flying arrows shot at them.
What I found annoying was the GCS fleeing... it made a melee charge impossible, they simply would run and scatter even more... You can mod your save raws to comment out the [benign] tag on the GCS, it makes them stop fleeing...
since I was bored and annoyed that they would flee battle after I started killing them, I also messed with other tags: [nofear] keeps them fighting longer, they only flee when you have killed most of the siege, if you want them to not flee at all and take it like
men goblin dwarves until the last goblin to the bitter end, the only thing that seems to work is adding the [immobile] tag so they can't move, they will fight back and attack if they are in range but they won't move unless they are dodging or charging.