Since you're pushed into Beheader (bad attack once you have a full attack chain, good until then), you can and should skip one of Chop or Gash. Probably Chop. The need for Build Up on a tank is partially playstyle.
Pendulum is an absolute must-have. Whirling Axe is really handy on most tanks for aggro management, but an Ice tank wouldn't need it as much for that. The animation is a bit longer than I like for an attack from a tank, but it is AoE damage.
Really, Axe is a fairly balanced set. The single target attacks are mostly the same, more damage = longer recharge and activation time. Beheader is the only exception. Cleave is slightly better than the rest since it's a cone, though a super narrow one.
Take a look at Maltese Knight's Axe Guide. It does not incorporate two changes . . . the animation and name of Gash and Beheader were swapped, but not the damage, and now Penduluum does knockdown instead of knockback. It used to be that Gash was the tier 1 power and Beheader was Tier 3, but Gash has a longer animation than Beheader. So, they swapped the position of the two powers, adjusting the damage to match the tier level. (However, to me, it seems like a power called "Beheader" should do more than minimal damage but I understand why it was done.) The knockdown in Penduluum was a very welcome change, especially for those armor sets that need foes near to increase the buff, like Invul, WP and Shield.
On my Invul/Axe, standard slotting for all the axe attacks was 1 Acc, 3 Dam, 1 EndRdx, 1 Rech. With the Ice primary, you may not need as much EndRdx in upper levels, since Energy Absorbtion will refill your blue bar on a regular basis.
I skipped Chop leveling up, and it was slow. At Level 50, I have everything from my Axe set except Chop. You may want to consider taking it in low levels, then dropping it once you can fit Swoop into your build. I have thought about trying to replace Beheader with Chop, but that would mean giving up one more power choice for a slightly better attack, and my build is really tight.
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I was thinking of making an arctic fireman (Ice/Axe) cause I love Ice as a primary. However, I can't find much info on Axe. Does anyone have some advice re" Axe? What are the must haves and the don't takes?