The Time Traders by Andre Norton

It took Ross a while to learn that the dirty-white walls of this tunnel which were almost entirely opaque, with dark objects showing dimly through them here and there, were of solid ice. A black wire was hooked overhead and at regular intervals hung with lights which did nothing to break the sensation of glacial cold about them.

Ross shuddered. Every breath he drew stung in his lungs; his bare shoulders and arms and the exposed section of thigh between kilt and boot were numb. He could only move on stiffly, pushed ahead by his guards when he faltered. He guessed that were he to lose his footing here and surrender to the cold, he would forfeit the battle entirely and with it his life.