Yes, it is impossible.
There is no word combination like "мне холодное" in your example! The two words are unrelated, they are just neighboring here, but they actually belong to different word combinations: "дай мне" and "холодное мороженое". That's what I am trying to say.
Was I saying so? You extracted some words from the whole phrase.
I wrote: "Otherwise, we should admit that nearly any word combination is possible, if we use examples like this...". Certainly, I do not agree that "nearly any word combination is possible".