No this is not about a proctologist with cold hands. The “finger of death” is a reference to a brinicle (or brine icicle) that can be found beneath the Antarctic ice shelf. The Discovery Channel is showing this phenomenon on its special series, Frozen Planet.
The phenomenon is caused by denser brine of salt water descending through the lighter sea water. Brine has a lower freezing point and the interaction creates a cyclone effect with a brittle layer of ice. Very cool.