The Divine Beast Dancing Lion is an optional Legend Boss introduced in Elden Ring: Shadow of the Erdtree. You don't need to defeat it to complete the game.

Ash of War: Divine Beast Frost Stomp is a Cold Ash of War in Elden Ring: Shadow of the Erdtree. This Ash of War grants an armament the Cold affinity and the following skill: "Divine Beast Frost ...

Here is the order in which you should be tackling the Elden Ring DLC bosses: FromSoftware You are likely to automatically face off against the Divine Beast Dancing Lion in Shadow of the Erdtree.