Knowing the pressure dependence of glass forming liquids is important in various contexts. Here, we study the case of supercooled water, which has at least two different amorphous states with different densities. The pressure dependencies of the two glass transitions are predicted to show opposite behaviour, crossing in the P-T plane at elevated pressure. While the experimental identification of the glass transition at elevated pressure and cold temperatures is technically difficult, measurements on bulk water and amorphous ices are even more challenging, as the glass transition is interrupted by crystallization. We show the feasibility of performing X-ray photon correlation spectroscopy (XPCS) experiments at elevated pressure using a diamond anvil cell (DAC) at cryogenic temperatures. We observe two dynamic components when approaching the glass transition temperature. For high-density amorphous ice at a pressure of around 0.08 GPa we determine the glass transition to be at higher temperatures compared to ambient conditions.