[jennychase]

. Snow is made of water, which is hydrogen that has already combined with oxygen. You can’t burn snow because it’s already burnt.

[sweetiepiezer]

Here’s what’s going on with the non-melting snow.
https://youtu.be/vmT3wcu8Ed0

Turns out that the melt water gets absorbed into the snowball like syrup in a snow cone. The soot is just combustion by product deposited on the surface. It’s pretty weird.