kinda hard to believe but back in 2005, I shot a buck at 50 yards in about 6" of fresh snow. It was a perfect shot, double lungs. It was a complete pass through and the buck ran about 60-yards. For the entire distance and where he fell, not a single drop of blood. Not one. Take a look.
Even for the trophy shot, no blood. Maybe it was because it was -17 degrees.
BTW- If you are new to mzl. in extreme cold don't take your gun inside. The condensation in the barrel can cause problems.