I've been playing Hexen quite a bit, this time as the Mage, and I've just noticed that Brown Chaos Serpents do not leave ice corpses when frozen. A couple screenshots below proving my point. I apologize for the gamma:
[spoiler]

A freshly frozen Brown Serpent. I swear!

Shattering the corpse seconds later, proving that something was there.[/spoiler]
I don't know if this has been reported before, so I apologize. These were taken with the latest version of GZDoom. I don't know if ZDoom has this problem.