Frozen Crystal Earrings is a relic piece obtained from the Beauty Under the Moon, the 2nd Boss in the Polar Glacier. Alternatively, you can purchase it from the Adventure Store for 550 Smith Tokens once you have 3-Star Mastery in the Polar Glacier.
The other pieces you need to create Lunar Grace are the 3 Rank-A Ice Stone Swords; Tear of the Goddess, Obliteration, and Absolute Zero. As you can see in the below picture, it will tell you how many correct swords you have. The below picture has one with a gold border, so it still needs 2 Rank-A swords.
Successfully fusing the 4 components together for 36 hours will result in your sword.
Note : Cold and Freezing this fusion will gain a bonus of +1 and +3 Quality like other Ice Stone crafting (except Divine Metal + Ice Stone)