Sorry, what's the question about high-altitude baking? There are lots of questions here, so I'm not sure what you're really after? I've baked my regular sugar cookie recipe in Colorado with no modifications whatsoever (I kept all leavening in) and it did just fine, but a lot depends on the actual altitude. You may have to just do a test batch and see how it performs. If it spreads too much, then decrease the leavening.
On your icing question: My personal website (www.juliausher.com) has a recipe for egg white-based royal icing under Blog/Recipes/Icing.