You could get one of three different Golems after winter events in the game - Fresh Frost, Frost, or the Ancient Frost Golem. Please check what kind of Golem you have exactly. Each of the Golems increases its stats after the purchase of upgrades, but does not become another unit. If you have two different Golems each of them will be upgraded. Upgrade does not mean the conversion from the Fresh Frost Golem to the Frost Golem and Frost to Ancient Frost - these are three different characters. You can find stats of your Golem in the Shop, in the last tab, "Soldier upgrade", there you can also improve its stats to the next level.