To play safe:
Effect "Spell of Frost" also shadowcloaked Heros (e.g.: in trees)?
"A figure with the Shadowcloak ability is only affected by attacks made by adjacent figures.
The figure does not suffer any wounds or effects from attacks originating farther than one space away."
Spell of Frost is an Event, not an Attack. Shadowcloak provides no protection.
Is it allowed to play multiple "at the start of your turn" cards in one round?
Like "Spell of Frost" and 2 "Dark Charm"...
Yes and no. You may play multiple 'start of turn cards, but no two of the same type (event, trap, spawn, power). Check DJitD pg11-12 in the descriptions of Ol cards. At the end of each section there is an 'Important Note'.
Thus you could play Spell of Frost (Event) and Dark Charm (Trap) at the start of your turn.