The vex will read through the ice as long as it is solid (not honeycombed) and has a thin layer of liquid on top to shoot through. Some people use squirt bottles filled with salt water, windshield washer fluid, or antifreeze (which I don't recommend for obvious reasons) to shoot through as regular water often freezes too fast.
And no, the body of water doesn't have to be clear in order for this to work. It takes more power to shoot through the ice so although it can still mark fish, they either have to be shallow, right in the middle of the cone, very large or all the above.
Hope this helps