The abilities that the hex spell refers to are the six abilities the all creatures have: Strength, Dexterity, Constitution, Intelligence, Wisdom, and Charisma.
The Cold Breath of white dragons is an Action available to them, not an ability, and so can't be chosen.
As for saving throws, no. The hex spell says:
The target has disadvantage on ability checks made with the chosen ability.
Ability checks are not saving throws. The three main kinds of roll in 5e are attacks, ability checks, and saving throws all follow the same pattern (roll a d20, add any modifiers and compare with a target number), but they are distinct, and any feature (such as a spell) that refers only to one, only affects that one. Put another way, if hex had affected saving throws, it would have said so explicitly.
You can find descriptions of ability checks on page 174 of the Player's Handbook or in the basic rules. Similarly saving throws are described on page 179 or here, but you may find the entirety of Chapter 7 (the same among PHB and Basic Rules) useful to understand what each of the abilities are used for.