This generally indicates a lack of insulation behind the moist area. This can occur when loose-fill insulation has settled, leaving gaps. Open the wall and inspect the insulation.
Corners are usually poorly insulated, and they lose more heat than flat walls anyway. If insulation cannot be upgraded, a fan may have to be installed, both to vent off moisture and raise the temperature of the wall surface. Or, a furnace duct under the problem may do the job.
Frost in corners only on windy days means that the wind is succeeding in dropping the outside wall temperature greatly. Often planting a tree outside or installing an earthen wind deflector can make the few degrees difference to keep the frost away.
Dust marks on walls that shadow the studs and nails indicate thermal bridging, the cold following the studs right past the insulation. This chills the surface and collects moisture, which catches dust. Put one inch of Styrofoam over the wall, covering the studs, and then finish with more drywall, or add insulation over the outside while re-siding. This will stop the ghosting.