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She is not human but fey so they don´t have the same fashion sense as mortals. Besides she is immune to cold environments and cold spell effects.
My Necromantress Rabella (left) and her apprentice Knechthild vom Knochenturm (right):
Those are from Reaper too?
The worm has lurked for a while, like many members on online forums, beneath the snow to gobble up suitable victims. That´s why he has snow on it´s back. Although the real reason is that the wolves and the worms are large models so they can sell the idea of being in a snow storm.