Describe the bug
The way pColdIcons is assigned in DBM-Coliseum\Anub'arak.lua makes an incorrect assumption that there will always be at most 5 penetrating cold debuffs at once. There is actually a potential for 10 unique debuffs for a very short amount of time and the current implementation sadly prioritizes the original 5 targets with icons, which means when they expire they remaining [1,5] are unmarked.

Solution
Instead of doing anything interesting to try and mark the 10 targets, or ordering the markers based on Penetrating Cold duration, you can simply empty the pColdIcons table if its size >= 5 before attempting to apply marks. This will erase the icons of the original 5 and apply only to the newest 5 as it is handled in the SPELL_AURA_APPLIED callback. The overlapping timer is only 1-2 seconds so the outcome isn't perfect(it can't be perfect since we don't have 10 raid marks), but it is significantly improved.

Screenshots

Which version of DeadlyBossMods are you using?
My revision at the top of the file is 20230425015806

Possible untested solution
I believe the highlighted solution would fix this issue, however I don't write lua and might misunderstand the table.wipe documentation so take with a grain of salt.

That's not the issue. yes there can be overlap briefly but it wouldn't matter it'd move the icons to 5 new targets and off 5 old ones..

The only time I saw the code break is if 1 or more players from previous set were selected for next set.. I've actually corosponded with blizzard on it. It's cause SPELL_AURA_REFRESH isn't firing to indicate the same player got debuff again. they don't fire applied either because they already had it, so < 5 players got assigned to new set.

IE someone in the new set, is one of the players from old set. As such, it leaves one player unmarked because only FOUR new targets went out and because DBM sorts the icon index by group index on this mod, it doesn't keep the old player marked from previous set either since it shuffled marks to accomidate the preferred roster sorting

Even your proposed change wouldn't fix this problem. because it still assumes all 5 new targets would have an event (they won't), in fact I don't see that actually doing anything at all, the table gets wiped every new set of pcold icons, cause it has a small 5 second antispam window. if more than 5 seconds have passed since last set went out, it utterly wipes table then starts a new 5 second aggregation window before it doesn't another wipe. So trust me the icons are cleared for every new set with current code. it's the events problem

A fix is planned, just not for a few weeks cause retail season 2 starts tomorrow. If blizz fixes it so refresh fires, mod won't even need a fix, if they don't I already have plans to redo method mod is using to scrap the index sorting and instead use an available icon index and pull from that index for new targets while leaving on older targets that are still affected by pcold.

Yeah, I was about to comment on AURA_REFRESH with this SS mentioning it. The screenshot I linked does show it as "broken" though as you can see PC's number [1,4,7,8] were all denied icon's while the one that refreshed [3] did in fact retain its icon. No rush at all though, I can just have our raiders with assist all disable the icon marking and use a WA in the meantime.

For a bit more of a curve ball, it also doesn't guarantee that 5 auras are even applied/refreshed. We frequently see a total of 4 aura's, which appear to also not be getting marked. In the second screenshot with the combat log we can see that all 5 debuffs fade and the next iteration we only receive 4 debuffs but none of them get marked before their debuff fades. I'm not sure if full resists appear in the WCL debuff tracker though, so that could account for the missing one.

Late reply, but pushed an update and curious if it resolves issue. had to scrap the whole icon sorting tech, but it should just give everyone an icon now

This should be once and for all resolved in latest classic wrath release that just went out. the spell aura refresh thing blizzard did fix ages ago, and that partially fixed issue, but there was one more lingering issue that could cause it to break that was fixed 4 days ago

I tested the lastest release yesterday and healers were complaining that marks were getting overwritten a lot, like triangle changing to diamond for the same PC target. Is it possible that with this fix, since there is no longer any ordering, player's with assist overwrite each other's marks randomly? Anub 25 hc, 5 player's had assist/leader and at least 3 of them had the latest dbm version.

the ordering hasn't changed, it's whatever order the combat log is. is it possible people had two diff things marking, DBM and a weak aura?
In fact the way DBM works, only one person can set marks period, it uses an icon elect feature, meaning it decides "ok jerry is marking" and everyone elses mod disables precisely to avoid this kind of conflict. and elect is chosen based on highest version in raid.

So I'd double down and check for any weak aura conflicts. DBM would also be compatible with BW, both are just doing combat log order. Makes me wondering what order weak aura was using if not combat log?