You can avoid the damage from the Snowstorm for a short time using the Queen sign. However, you can’t reactivate the Queen sign whilst you take damage so you can only activate it whilst you are in a shelter. Go from one shelter to the closest next one as quickly as you can and recast the Queen sign every time you are in a shelter. Another thing to watch out for is fall damage although there is very little you can do about it. If you run low on life you can eat something or use a potion or wait for a while as your health slowly regenerates.