I'm thinking maybe a blue oil wash. on the figure alone, like my OTS BTR-80, it doesn't look "right" but stick him in the snow and the blue just makes you feel cold.

You did do a great job capturing the freezing feel there! As Mike says the pose could be modified maybe to work a little better? Maybe work his butt down into the snow so he's not sitting on top of it perhaps? I really like everything else- the pose is the only thing that just sticks out for me.

Concept is great and he looks VERY cold. What was he originally meant for? His pose looks a bit odd.

The pictures are wonderful and I love the lighting the most. You have definitely captured the effect you were looking for.