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( NOTE: If they disappeared before you got them all, a quick quit-and-reload will make them reappear so you can get them.) Back out onto where you initially landed, you'll see a Golden Crystal Golem directly below you.
There is no need to engage this one (it will leave you alone as long as you leave it alone), however if you are feeling brave and/or feel the need for the Blue Titanite Chunk on the corpse next to the Golem, reach it by carefully walking off the right side of the invisible walkway.
The snow is actually hitting one of the Crystal Cave's invisible paths.
Note: The invisible paths are completely transparent walkways that are placed around the cave.
You will need to traverse at least two of them to proceed deeper into the cave, and generally, get harder to cross the deeper you go.
While there are a couple that are unavoidable, a good sum lead to non-essential secrets, such as this first one.
Once you make it across the invisible path you'll be on the large crystal walkway, head to the end and drop off the platform on the left, and onto the invisible platform with an Orange Guidance Soapstone.
This area is where you are able to take revenge on Seath the Scaleless and contains numerous invisible paths that you must find by watching the falling crystal snow hit the invisible ground. You'll easily see the Crystal Cave from the inner garden of The Duke's Archives.
Return to the invisible platform directly above where the second Golden Crystal Golem stood and continue through to the other end of the tunnel to find another invisible path, but this one is not straight like the other ones - this path is full of sharp turns and bends.
The key here is patience, only moving when you are certain - even if it means waiting a bit.
Beware that this walkway is very easily to slip off of - one side is slightly steeper than the other, so avoid that side of the walkway to avoid falling.
Head back up the invisible path that brought you down here and then make your way across the crystal walkway at the top until you reach solid land again - be careful not to slip off while making your way across.