I think that Pliny's kroi "snow" is misinterpretation of χrohu "ice" in that context btw. Like, they sound similar, and I have no info on what it could be else. I also have no information on anything resembling "hezios" in any other Iranic languages. Maybe he is just no the best source on that particular matter?
In the source thread another user mentioned this:

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Well, looking at it, hezios probably meant something more like "shining" or "white", being related to the proto indo European *ḱweyt-. It is believed that Scythian was a indo-iranian language, and in this branch the root evolved into *Háćwaytˢt. This feels similar enough to hezios for me to feel comfortable with

So in that case it is literally χrohu-kāsi being mistranslated and miswritten by Pliny. Which is "shiny with ice".
P.S. Funnily, Ossetian does not have any words even remotely resembling those. Ossetian for "ice" is Ix, which is cognate of, say, Germanic "ice" (You can see s>x thingy which is widespread in Iranic languages here, compare it to similarity between Xor and Sol) and shiny would be ærttivæg.