I know that there are shrines that have a frostblades in chests. I also know that there is one in a labyrinth and in the Coliseum. Except I don't have the Coliseum unlocked. So is there a mini boss/monster somewhere that drops the frostblade?
Zelda Breath of the Wild – Where Frostblades Can Respawn
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Related Solutions
The closest thing to a dungeon would be the Divine Beast "dungeons."
They have puzzle aspects found in traditional Zelda games, but they themselves are very short (comparatively) and yet fundamentally different from every other game in the series.
You will have the opportunity to purchase the missing boss pictures from Symin at the Ancient Hateno Tech Lab. They will cost 500 rupees each and will only be available after you beat the game. Just look for the Elite Enemy Picture set when buying pictures.
There's no "New Game+" as of yet but your saves will have a star next to them once the game recognizes that you have beaten the game.
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Best Answer
The Coliseum is the best place to get elemental weapons, and you don't need to unlock it as you seem to think. I've included a picture from this interactive map: https://www.zeldadungeon.net/breath-of-the-wild-interactive-map/
You can see the Coliseum ruins near the middle of the map (marked by the bow and arrow icon). The Great Plateau is near the bottom middle as a reference point, and the stable shown on the left/top part is the Outskirt Stable. Just go into that Coliseum and have at it.
Warning about entering that area: