Yes, Ice scales does stack with Aroura Veil and Light Screen
Using Pokemon Showdown's damage calculator, if a 252 SpA invested Houndoom goes for a fire blast on Frosmoth, it is a guarenteed OHKO. However, if the Light screen filter is also applied, it goes to only a 2HKO with exactly half the amount of damage.
I also checked this on a Xurkitree and the same thing applies.
ONLY ICE SCALES CALCULATIONS:
252 SpA Houndoom Fire Blast vs. 0 HP / 0 SpD Ice Scales Frosmoth: 350-414 (124.5 - 147.3%) -- guaranteed OHKO
252 SpA Xurkitree Thunderbolt vs. 0 HP / 0 SpD Ice Scales Frosmoth: 99-117 (35.2 - 41.6%) -- guaranteed 3HKO
ICE SCALES + REFLECT CALCULATIONS:
252 SpA Houndoom Fire Blast vs. 0 HP / 0 SpD Ice Scales Frosmoth with an ally's Aurora Veil: 175-207 (62.2 - 73.6%) -- guaranteed 2HKO
252 SpA Xurkitree Thunderbolt vs. 0 HP / 0 SpD Ice Scales Frosmoth with an ally's Aurora Veil: 50-59 (17.7 - 20.9%) -- possible 5HKO