After becoming an honorary member of the Gerudo Clan, you can complete the Gerudo Training Ground to get Ice Arrows.
Location of Gerudo Training Ground
The door to the training ground is in the fortress. There is a Gerudo in white clothes standing guard.
Get a Key
There are no gold skulltulas in this mini-dungeon, there is no boss, and there is no map or compass.
From the entrance, go through the door on the left. In this room, you have to kill two Stalfos in a limited amount of time. You need to wear the Hover Boots to avoid sinking in the quicksand.
Afterward, get the key from the chest that falls, then go through the door behind the chest.
Get a Second Key
You have to collect 5 silver rupees in a limited time. Be careful to avoid the Wallmaster that falls from the ceiling, and don't let the rolling boulders or walls of flame hit you.
Go into the left corridor. One rupee is to the left (at the bottom of the slope) and another rupee is to the right (at the top of the slope). The path near the top of the slope is blocked by flame, so go down the slope and turn left when you can. There is a silver rupee nearby, and you can see one farther ahead as well. Stand near the closest silver rupee and use the Longshot on the ceiling target in the distance to get both rupees at the same time.
Then use the Longshot to go back up to the ledge that you just came from, and go to the right. When the path splits, go to the right to get the final rupee.
The door is in the north wall, and there is a wall of flame blocking you from reaching it, so use the Longshot on the ceiling target to get past the flame without getting hurt. Continue on to the next room.
Kill the wolfos in here. Ignore the door on the wall. It's fake. There is a giant block in this room that you won't be able to push until you get an item from the next dungeon, but you can ignore it. It just has a key behind it, but there are enough keys in the dungeon that you don't need to get this one.
Use the Lens of Truth and look at the wall above the fake door. Use the Longshot on the target in the hidden passage. If you want to go back the way you came for some reason, step on the switch to open that door. Otherwise, go through the exit in the hidden passage.
In this room, turn left and jump off the ledge onto the stone circle below, which will start spinning. You have to shoot out all the eyes on the statue in the center. Once you do, a chest will appear containing another small key. Use the longshot to get it, then exit through the door on the lower level.
Get a Third Key
You can kill the enemies here if you want to reveal a chest that contains arrows, or if you want to go back to the previous room. Use the Megaton Hammer to get rid of the totems. One of the totems hides a switch under it. Step on the switch to remove the flames from the chest. It contains a small key. Go through the next door.
Get a Fourth Key
Use the Hover Boots to carefully collect the silver rupees around the room. Play the Song of Time near the center of the room to create some blocks leading up to a key on a ledge. There is a switch near this ledge that lowers the flames around one of the rupees. The flame only stays down for a limited time, so quickly (but carefully) collect that rupee before the flames return.
After you collect all of the rupees, go through the door on the lower level.
Get a Fifth Key
Play the Song of Time to clear away the blocks in the center. Put on the Zora Tunic so you can breathe underwater. Get in the very middle of the water and put on the iron boots to sink to the center. If you aimed correctly, you will land on a silver rupee. Carefully get out from the path of the razor trap, and beware of the Shell Blades. Collect the rest of the silver rupees, floating when necessary. Afterward, remove the Iron Boots and go above the water, and open the chest to get a key.
Get a Sixth Key
Go back to the lava room, then turn left and go through the door that has stairs leading up to it. You have a limited time to kill the enemies in this room. Bomb the Beamos, then kill the Dinalfos. Open the chest to get a key.
Get a Seventh Key
Go through the door that is at the end of a short hallway, not through the door that has a symbol above it. You will be back in the entrance hall.
From here, turn right and go through the door that is across from the entrance of the Gerudo Training Ground.
Start by unlocking the door on the left. Then climb up the fence across from the next locked door, and open the chest at the top to get another key.
Go back down and unlock the door behind you, and keep unlocking the doors along this path. The small chests that you encounter contain 50 rupees, 20 rupees, and a bundle of arrows, in that order.
Keep going until you reach a large chest. Open it to get the Ice Arrows. Then you can leave the training ground.