Holon WP only prevents effects (not damage) done to that Pokemon. People seem to miss that part, or simply enjoy ignoring it.
So Ice Blade still does damage to something with WP attached. The opponent choosing that Pokemon is not an effect done to that Pokemon. The only other thing left is the damage, which WP specifically says it doesn't prevent.
Similarly, Gallade's Psychic Cut. WP doesn't stop the opponent from flipping prizes to increase the damage. Flipping prizes isn't an effect done to that Pokemon. After that, it does damage, which again isn't prevented.
It would, however, stop Gallade's Sonic Blade. That attack does no damage, it places damage counters as part of one of its effect. And that's an effect done to that Pokemon.