Mixed type phase change material (PCM) based on the tetra-n-butylammonium bromide (TBAB) hydrate loaded in a composite matrix included poly(vinyl alcohol) (PVA) and natural halloysite clay nanotubes can be used for the cold storage. Poly(vinyl alcohol) provides the formation of a cryogel, while the clay nanotubes promote the hydrate nucleation reducing the supercooling of the formed hydrate. At the same time, the cryogel formation ensures the sedimentation stability of halloysite inside the dispersion. The relationship between the concentration of the target compound in the initial solution, the presence/absence of halloysite, and specific enthalpy of the phase transition made it possible to optimize the properties of this material for cold storage. The formation of two hydrates in the systems under study with different water content as well as the possibility of recrystallization of the low content water hydrate into the high content water one and during the melting of ice was experimentally revealed. The obtained PCM melted at a temperature of 9–13 °C and had a melting enthalpy up to 196 J/g. It was shown that the halloysite is a nucleator for TBAB hydrates. Adding 1 mass% of halloysite to the composite increases the temperature of hydrate onset by 2 °C. The best thermal stability in an open system was shown for the 1:50 M ratio. The energy capacity of such material does not decrease during 50 cycles of the reversible melting-crystallization phase transition, which indicates the stability of the TBAB-PVA-halloysite system. As both halloysite clay nanotubes and poly(vinyl alcohol) cryogel are biocompatible, encapsulation of tetra-n-butylammonium bromide hydrate in such material will protect the environment from harmful effects of a quaternary ammonium salt and expand the scope of this cold accumulator. The halloysite as an additive for phase change composites is also low-cost, readily available from natural mineral deposits, and non-toxic.