At different times, the First Scholars and Linius Pallitax accidentally attracted Cloudeaters with their experiments. On both of those two separate occasions, the Cloudeaters became stuck, and tried to blow themselves free with massive blasts of chilled air. These gusts became a series of unseasonable blizzards which chilled Sanctaphrax and Undertown. Both times, they were released with stormphrax.
A Cloudeater was the cause of the Endless Winter in The Winter Knights, drawn in from Open Sky by Linius Pallitax's re-opening of the Great Laboratory and his attempts to re-create the First Scholars' experiements to create life. The Winter Knights originally believed the Cloudeater to be evil but Maris and Quint realised that it was merely sick.