Monster stats like saves, THAC0 and HP are always according to their HD, which are not changed by spellcasting ability. Remember that in AD&D, monsters and (N)PCs follow different construction rules — you don't start using PC level-up rules just because a monster can cast like a wizard or cleric of a certain level.
This is a little less obvious with the frost giant writeup than other monsters. Compare the entry for orcs: the shaman there has explicit notes about how to change its HD per level of spellcasting ability: obviously, it still uses monster HD rules for all its stats. The same is true of frost giants, except the designers didn't give them more HD for their spellcasting levels — a standard frost giant, unlike a standard orc, is plenty formidable already without needing to beef it up to fulfill a shaman's role in a community or fight.
This can also be seen with monster writeups for monsters that always have spellcasting ability (such as nagas): they use their written stats, and the ability to cast X-level spells is just one of their many abilities.
This means that a frost giant shaman has the HD — and therefore the normal HP, saves, and THAC0 — of a regular frost giant. To make a frost giant shaman (or witch doctor), just make a normal frost giant and then select memorised/prepared spells for them as if they were a member of the class and level indicated.