Frost vulnerability seems to be broken!

Playing frost skills on my witch seems completely broken.

When an enemy has red frost immunity lightning and fire do more damage than my frost skills. It feels like when they are supposed to be vulnerable to frost they are actually immune.

I have spent half my gold respeccing to lightning because frost just isnt performing properly. Even with the frost penetration curse it doesnt seem to do any more damage.

I also can't be sure, but I think shattering frozen enemy's doesnt drop loot. I am still testing this, but I don't seem to get any loot from shattering frozen enemies.

It's pretty sad because when I saw there was a skill that shattered them, and triggered my frost bolts i got really excited.

I just wanted to clarify that I was testing this in act 2 against mobs with frost vulnerability and lightning immunity!

Red frost icon, gold lightning icon.
As I understand this, red means vulnerable and gold means immune.

I was just fighting red frost vuln with gold lightning immunity and my frost skills weren't hurting them. Switched to spark and they just melted despite being light immune.

I dont have any lightning penetration at all.

In the skill gem screen my dps is as follows:

spark 70dps
orb of storms 15dps

cold snap 596dps

So if an enemy is frost vuln and light immune shouldnt I absolutely destroy them with 596dps from cold snap? It does very little damage when exploding my frost bolts. It does do decent single target damage when they are fully frozen, but my frost nova and frost bolts are doing basically nothing.