The Igloo Breakthrough is a Side Quest near the Winter Palace at Pristine Peaks. It requires you to find 4 Ice Blocks and take them to the building site. Here they are with maps and screenshots, easy to find:
The Ice Blocks
The first Ice Block is north of the building side. There is a Flamin’ Stooge walking in circles there with the Ice Block right in the middle of all of it!
Pick it up and carry it back!


The second Ice Block hidden inside a tree just next to the Winter Palace Front Flag Fast Travel Point.
Shake the tree, pick it up and carry it back!


The third Ice Block is in a little garden with another Flamin’ Stooge just on the right of the right Winter Palace Staircase.
It’s hidden inside a big stone. Use your wave ability to free it and carry it back!


The fourth Ice Block is just east of the Robot Rabbid shop! Shake the tree and it falls down. Take it back to complete the Igloo!


Don’t forget to open your Planet Coin reward!
This is MARIO AND RABBIDS: SPARKS OF HOPE
Release: October 20th, 2022
Developer: Ubisoft Milan and Paris
Publisher: Ubisoft
Official Website: https://www.ubisoft.com/en-gb/game/mario-rabbids/sparks-of-hope
Guides by camzillasmom.