Like the costume, not a fan of moapy Barry, absolutely hate "alternate personality for no reason" Caitlyn.
When Caitlin uses her cold powers she absorbs heat everywhere she goes, causing her to lash out often making her cold hearted and unfeeling inside. Since Caitlin's been through a lot of tragedies in her life which includes losing her father at a young age, being raised by a terrible single mom, losing her fiance Ronnie twice, or getting in a twisted relationship with fake Jay/Zoom, her cold powers manifest all of that psychological trauma throughout her life and make her uncontrollably angry and cold hearted. "Killer Frost" is just a metaphor or nickname E2 Caitlin came up with once her cold powers took over her mind and emotions, because she felt empty inside like a monster. That's why she became shamed of being called "Caitlin" like she used to be.