I confess I didn't read all the replies, but in the pages I read Inever find mentioned the pressure related melting point issue.
And not only proppellant presure must be considered but also the tremendous acceleration a bullet is submited (I have no ideea but I think is hundreds
of "g".
(btw people keep speaking of "gees" as if they were a lot of them. Fortunately for us there is only one : the gravitatinal acceleration of Mama
Earth

So in fact there are acceleration x times grater than g The same goes fot Mach but that is a bigger problem as there are many of them, one
for each air density and temperature. In fact the mach1 car record holder was much quicker than the Mach1 X plane )
Back to our sheep, the ice bullet.
I saw someone already mentioned the shattering problem
So in my oppinion, if there is a chance of firing a letal ice bullet a large caliber shotgun loaded with a blank should eject a sabot made by a shock
absorbant/heat insulator material (as cork or balsa)
The cavity inside the sabot must be waterproof so even if the ice melts under pressure it remains there and it will refreeze as the sabot leaves the
barel and the pressure drops. There might be a chance this way.
Still as the original myth was about leaving no evidence, the contraption needed to succesfully launch a lethal piece of ice plus the gear needed to
conserve the ammo until firinf ocasion occures maake me think it was never used either by clever criminals nor by governamental agents
Long, boring, but...