I’m going to say that I actually liked the brighter (colder) image better also. Not to mention, your entire character is going to have to be repainted if you put the sunlight behind him.
What I like, the change of making his mouth open, it’s very dramatic. But now the fur looks like it’s coming from his mouth.
The biggest issue here, IMO, is the blood. The bodies are fine the way they are, that’s pretty cool. But the blood looks like you painted it on a flat canvas. It has no form, it doesn’t seem to wrap around most of your objects. It looks okay on the beast, but on the snow, and especially at the bottom center of the pic, it looks really fake.
Other thoughts, For someone who has never seen ice, you are doing okay on the background. And the composition is good as well. You only have some touble spots to work on, but you already have a good piece.