Europa is one of the many moons of Jupiter and one of the four main moons. It is thought to have a liquid water or soft ice layer under a thick layer of surface ice. Ceres (dwarf planet) is also thought to possibly have a water layer under a thin, dusty crust.
The other person who answered this said Mars. This could be true on Mars's north and south pole, but its not entirely covered in ice. Ceres, the dwarf planet in the asteroid belt, and Europa, a jovian moon, may possess the qualities you included in your questions.
to stay warm...
The hydrosphere, which is the combined mass of water on, under and around a planet.
Seals have a thick layer of blubber, or fat, under the skin, which insulates them from the cold in the water and on ice or land.
Thick fur, heavy under coat, thick layer of fat or blubber but not necessarily all of these.
hydrosphere
The center of Uranus is believed to consist of a rocky core, surrounded by a layer of icy materials such as water, ammonia, and methane. These materials likely make up most of the planet's mass under its thick atmosphere.
hydrosphere
hydrosphere
hydrosphere
A thick water ice surface with a layer of subsurface salt water underneath.
under the ice is concrete. nothing can go in or out. the temp keeps the water frozen to create a thick layer of ice to skate on