This was clarified several times on the official forums, for example here, as the wording of the rules in the core book is unclear.
In that post, Clint Black, the official rules guru for Savage Worlds, confirms that you must be at least Shaken to have to roll to maintain your spells:
He doesn't have to make any roll because the damage doesn't exceed his ...
I went straight to the source and e-mailed the author of Hellfrost, Paul "Wiggy" Wade-Williams, who gave a definitive answer:
The spell triggers but does so out of range, so nobody is affected.
I asked about battles in closed quarters, such as inside a building, where an "out of range" result wouldn't really make sense. He replied:
It's much easier to ...
The penalty to casting roll is now an official variant rule in Savage Worlds Deluxe. It's detailed in the Setting Rules section on page 85. I don't have access to Hellfrost, but being Savage Worlds the math is going to work out the same, so we can use the core system's variant rules to convert Hellfrost spells to Power Points rules.
In short, Power Points ...
Since the edge has
Requirements: .. Arcane Background (Any)
the intention seems to be that characters not suffering from Siphoning can also take and use it, regardless of the reference to "arcane powers". Clerics and hrimwisards have Backlash:
A cleric who rolls a 1 on his Faith die, regardless of the Wild die,
is automatically Shaken (HFPG 50)