There is one main character in the Frozen Wilds who knows about Sylens and Aloy can ask questions about him at a couple of points in the story. I think these conversation options are missing if you haven't done the main 'Maker's End' quest yet. It is worth waiting until Aloy does know about Sylens as the second conversation is quite revealing about Sylens's background.
Sylens also talks to Aloy as she enters the Cut for the first time, and at the end of the main Frozen Wilds quests. This doesn't happen if she doesn't know about him yet.
Not sure about the others, but it would only be changes in the final conversation you have at the end of the "The Forge of Winter" quest. A few dialog options may be missing from the final conversation if you haven't done some of the main area quests (for example "A Moment's Peace").