Try this
Go to "File Manager" > Right-click "This PC" > Click Properties > Find Advance system settings > Click settings on Performance > Go to Advanced tab > On adjust for performance choose Program
Maybe you are on Adventure mode? Also maybe the server you were on does not allow block-breaking in the lobby..
Did you use application instead of external?
Did you make sure that both devices are logged in to a valid Xbox account?
Frost walker is for boots. If you really want to you can use commands