Rather than a rabbit or a country or a real angel with massive feathery wings, it is a cloud that happens – to our heroes – to take the shape of a stylised snow angel as made by people lying down in the snow and moving their arms and legs about. However, it turns out it is a real but rather naughty angel in the sky, perhaps masquerading, for humorous effect and surprise, as a snow angel.
Comics I Don't Understand 
No one expects angels to throw snowballs.
Rather than a rabbit or a country or a real angel with massive feathery wings, it is a cloud that happens – to our heroes – to take the shape of a stylised snow angel as made by people lying down in the snow and moving their arms and legs about. However, it turns out it is a real but rather naughty angel in the sky, perhaps masquerading, for humorous effect and surprise, as a snow angel.
It’s the Snow Angel … of Death!