AoN says so on the remorhaz page, but the frost worm page doesn’t mention it, and in fact says “the source of their magical abilities remains unclear”., but I can find precious little about the lore about this. One has a heat aura and breathes fire, the other has a frost aura and is weak to fire.
I don’t have any other sources to go on. Does anyone have any knowledge about this?
The remorhaz page gives you the relationship to frost worms as part of a “Related Creatures” sidebar, while the frost worm only has “Additional Lore”. I assume this means that the two are related, but no one in universe actually knows for sure, since the remorhaz takes centuries to metamorph into the frost worm. Looking at the Pathfinder Wiki, I can’t find much more that goes into the details of either creature.