"Unfreezing Skaldrun
In order to begin, the player must first unfreeze Skaldrun.
This can be done by entering the Frozen floors (1-11) in Daemonheim, with Complexity 2 or higher activated.
While completing the dungeon, look for Skaldrun, who will be in any room frozen in ice.
Kill all the monsters in the room so that the discussion with Skaldrun will not be interrupted.
Light any type of fire adjacent to the ice or cast a fire spell on the ice.
Talk to him. Choose each option. Once done, tell him to "Leave" and he will teleport to the surface.
Finding the memory fragment
The collection of swords.
The memory fragment required to start this saga is a Collection of Swords.
These swords can be found during any dungeon on any of the abandoned floors between (and including) 12 and 17 on any Complexity level.
When found, touch the collection of swords.
Finish the dungeon or leave for the surface."
https://runescape.wiki/w/Vengeance_(saga)
The RS Wiki tells us we need to first unfreeze Skaldrun in order to begin. Prerequisites o the quest also shows:
"Quests:
Vengeance (saga)
Find and free Skaldrun from the frozen floors in Daemonheim
"
Have you tried this?