A Cold Day in Hell! (graphic novel)

You may be looking for the titular comic story).

A Cold Day in Hell! was the eleventh volume of the Panini Publishing series of Doctor Who Magazine comic collections, and the first to feature the Seventh Doctor. In included only the very earliest Seventh Doctor DWM strips, in which the Doctor was mainly travelling without a companion. That said, the volume contained the final regular story with Frobisher and a brief dalliance with a short-lived companion named Olla.

Like all in the series, it was notable for its high quality digital restoration of the comics. It was the first chance readers had of seeing the original, monochromatic version of the comics since they were first published in DWM in the late 1980s.

It was originally scheduled as the first of a series of Seventh Doctor volumes. This was so entirely expected, that even the promotion text on the book suggests it's only the "first volume" of Seventh Doctor strips. In the event, however, Panini stopped publication of the whole line before further Seventh Doctor editions could be published.

Publisher's summary

The Seventh Doctor embarks on more thrilling adventures in time and space, in his first volume of collected comic strips from the pages of Doctor Who Magazine!
The book features eleven amazing stories: A COLD DAY IN HELL!, REDEMPTION!, THE CROSSROADS OF TIME, CLAWS OF THE KLATHI!, CULTURE SHOCK!, KEEPSAKE, PLANET OF THE DEAD, ECHOES OF THE MOGOR!, TIME AND TIDE, FOLLOW THAT TARDIS! And INVADERS FROM GANTAC!
These fantastic escapades see the Doctor meet his old foes the Ice Warriors, say a sad farewell to his companion Frobisher; bump into the robotic bounty hunter Death’s Head; encounter his old foe the Meddling Monk; and even meet all of his previous incarnations!
Featuring stunning artwork from JOHN RIDGWAY, BRYAN HITCH, LEE SULLIVAN, GEOFF SENIOR, JOHN HIGGINS and ANDY LANE plus scripts from SIMON FURMAN, GRANT MORRISON, MIKE COLLINS, DAN ABNETT and ALAN GRANT.
PLUS! An introduction from comic strip editor RICHARD STARKINGS, an overview from former DWM editor JOHN FREEMAN, and a 7-page commentary section where the writers, artists and editors reveal the stories behind the strips!
AN ESSENTIAL COLLECTION FOR FANS OF DOCTOR WHO AND CLASSIC BRITISH COMICS!

Comic strip stories

A Cold Day in Hell!

Travelling Companion: Frobisher and Introducing Olla
Additional features:

Ice Warriors