Did they already spawn? If yes, do they have land? I had issue, where I manually triggered invasion through console and after they conquered Thenn, it became wasteland, with WW controlling nothing and sitting with army in Shiverring forest (I used console to give them Thenn and SF and then they worked properly).
So, if they are not there, you have 2 options:
1. Wait until winter is over. Yes, it seems that 40 years long winter is possible.
2. Start their invasion using console and wait, until they lose the war.
Or, if they are there, give them Thenn and whichever county they are currently in (if they have their army in Frozen Shore, give them Frozen Shore, if in SF, give them SF and so on).