At the end of the ritual, you get the chance to fight the Nalfshenee. You have two ways to do this, survive long enough in the angel's ritual until Sarenrae smites the Nalfshenee out of existence (this is totally possible with Protection from Cold, Resist Cold) or you can explode him yourself by sheer power. Beware that Nalfshenees are by default broken because his unholy Nimbus and Blasphemy are stupid OP in his hand.
Credit to ALEC for their
guide.