“I was thinking the smell come from the lighter but then I used a match on a different bit of snow and even went into a different room it didn’t turn as black but still smelled like burnt plastic or petroleum... “
Try using a hair drier... (No combustion by products) you will get a different result. Or put a 1/8 teaspoon on your electric stove burner. Same thing... Just boiled water.
BTW, If your making snow cones, never eat the yellow snow!!!
I burned some yellow snow and it smelled like piss!