The maze of rocks can be a little tricky to navigate. Go left first, then up the right-hand path. Go down at the fork and follow the water up to between the icebergs. Keep going north until you get Jenna remarking on the giant wall of ice. Go between the two rocks, and BANG! The ice wall is no more. Go on north and out of the Northern Reaches. On the world map, you can only sail north up the river so far before it freezes solid. There's no point in going further by flying, so disembark and head north to enter Prox.