After we went over the most fundamental aspects of using volumes in Houdini, let's start gently. With a classic setup - booling geometry. A technique made simpler and more reliable by using voxels instead of meshes. Just boole the eff out of your geometry!
A few days after finishing this tut it occured to me that I totally didn't like the rendering, so I gave it a second try - this time using Redshift. I've attached that scene file instead.
In order for this render setup to work you'll need Redshift and the free "Ice Lake" HDRI from http://www.hdrlabs.com/sibl/archive.html