Ask the person that called for an ICF retaining wall what they expected.

One solution would be to tear off the insulation and cover the concrete with thin stone.

Who thought it was a good idea to have an insulated retaining wall?

You should be able to attach galvanized metal lath directly to the ICF and apply adhered stone to it. You'd need a cap on top to cover the entire wall.

I'm normally a fan of stone walls, but given that your retaining wall abuts a large mass of natural stone, I think applying thin stone will likely appear to be a poor attempt at matching. I suggest you use one of the materials installed (wood or fiber-cement siding) on your home or corrugated metal panels. If you'd like to give a respectful nod to Frank Gehry's work, go with the latter and use only duct tape and super glue to install them.

The caps on top of the wall will need to be modified to account for the thickness of whatever material you add.

I'd use the wood you have over the windows.

Tuff 2 trowel on. Can apply direct to the foam, texture with a paint roller. Available in different colors and is very durable.

I've used the Tuff-2. It's pretty durable.