The major river through our valley still runs open, free of ice, and that adds to the humidity levels, which in turn makes the cold feel even worse. However in my part of the country temperatures but rarely go into the -20 to -30C range. Inland the climate is drier and they can have much more extreme cold spells in those regions.
The heavy blue of the shadows is for real. This is what you get when the sky is blue, solar elevation is very low, and little snow can reflect into the dark areas.