Use a white cotton rope for use in the crotch. It can be washed in the laundry after play. Avoid hemp or rough nylon rope. White cotton rope can be found in most adult stores.
Ice should not be a problem, however I do not use more than one cube in each offrice at a time. It also helps if you leave the ice out for a few minutes before insertion, it will not stick to the skin that way.
I think that wooden clothes pins work the best. But you should'nt leave them on for more than 15 minutes at a time.
Lastly, yes, you need to find a non-toxic ball. Your saliva will still be in contact with it.
Play safe, have fun!