Thanks for the email +CherryCokeRiboflavin first of all & the great questions about mixing and matching these fantastic settings. If your interested dear reader my first impressions of the Ice Kingdoms they haven't changed. The world of Eordan is very well laid out in the Black Edition of Ice Kingdoms within the OSR campaign book. There shouldn't need to be any thematic element changes between Astonishing Swordsmen & Sorcerers of Hyperborea & Ice Kingdoms they're both old school sword & sorcery settings built for OSR adventures & play.
The Ice Kingdoms has many of the traditional AD&D first & second edition monsters, races,magical elements, classes, etc. all with sword & sorcery twists to them drawing heavily from the fantastical aspects of Norse Mythology with some Greek, Arthurian, Celtic, Germanic and Russian Mythology added in. This makes the world uniquely its own thing but its setting is grounded in the OSR within its systems so its easy to convert between use with OSRIC and For Gold & Glory. Their books can also be used with Swords & Wizardry, Basic Fantasy Role-Playing,Astonishing Swordsmen & Sorcerers of Hyperborea and Labyrinth Lord because they contain extensive conversion notes & tables for use between these retroclone systems.
Now as for how PC's can travel and mingle between these settings? Well that's rather easy if we take the world of Eordan & place it within the same orbits as the black winds of Hyperborea these two bodies might pass near each other in the blackness of space. Both game systems have extensive astrological sections within them. Astonishing Swordsmen & Sorcerers of Hyperborea has an entire section on the Hyperborean system carefully laid out in the Referee's book on page 178. All of the astrological bodies and phenomenon appear within.
Now hypothetically the bowel shaped flat world of Hyperborea could pass within the influence of the world of Eordan allowing a mingling of atmospheres and perhaps even hypothetically oceans. Now given the nature of Ice Kingdom's Thanesmen & the Vikings of Hyperborea its within the realm of possibility of these two groups traveling to each other's worlds to go exploring, adventuring, raiding, trading, and even to establish out posts. Technically there could be hidden shrines, or long forgotten tribal locations within some of the backwaters of Hyperborea or vice versa.
The Ice Kingdom's setting has extensive background on its cosmology and there are differences across the board but these can be incorporated & fleshed out by a clever dungeon master looking to exploit such setting minutia to work in their benefit.
This mixing and matching of settings allows a dungeon master to introduce on a limited basis such traditional D&D races such as Elves & Dwarves into the world of Hyperborea with very a definitive sword & sorcery spin on them.
This can be done without ruining the unique flavor of the Hyperborea setting or adding in too many high fantasy elements within the bounds of AS&SH. Part of the strength of Hyberborea is the low fantasy high pulpiness of the world giving it a rather unique feel in the world of the OSR. Ice Kingdoms has a far more heart & soul of dark European mythological fantasy with a heart of sword & sorcery.
Crossing into the spaces between worlds on a Viking ship is going to make spell jamming look like a trip to sunny brook farm. The space between worlds is going to be filled with all kinds of hazards not to mention Lovecraftian horrors waiting to snack on a viking warrior or ten. This means that a wizard or cleric of Odin is going to be essential to such endeavors.
In the end this sort of mixing & matching of systems to through the use of inter system world existence is something that could lead to a world crossing point crawl from one OSR or old school setting to another allow DM's to pick and choose which settings they want to have as the focus for their own hybrid campaigns. So +CherryCokeRiboflavinI hope this helps out in your own OSR campaign, great question & hopefully I've given you some more fodder for your own games.