Irissë's tent is, indeed, built into a snowdrift. "Insulation," she says. "It actually sometimes gets too warm in here. We're probably about the same size, too, if you need warmer clothes - not that I have much. We grew up near the Trees, we had practically no functional clothing. You're quiet. Everything okay?"
"I'm all right, I just don't have many comments on the immediate situation. I think I may have a higher cold tolerance than you; I've been as comfortable as could be expected as-is."
"Much better than I can starvation and cold, yes. And I have no spells for comfort in the cold at all or I would certainly have offered to share those likewise."
"It is lost on me how this alleviates the problem of having failed to heal some things."
"I would probably have healed strangers there too," Loki remarks. "But I would have had my friend along and would not have been wondering if there was an attempt on my life."
"Well, that makes it more likely that this was some kind of mistake or poorly executed third party sabotage, then," says Loki.
"No one seems an obvious candidate, but any number of people saw the circumstance preceding my banishment and might have decided it would be better if I disappeared."
"No. I think everyone saw a princess doing magic and is scandalized that I could ever have picked up such a skill. Although your idea is also plausible."
"There's no reason, it's just considered unfeminine. I didn't think anyone would kill me over it, but it crossed my mind when instead of the nice country of Midgardians I expected I wound up in a frozen wasteland."
"...Math is not considered the province of either gender in Asgard, but I suppose otherwise similarly."
"Asgardian women are generally expected to be, or at least esteemed highest if we are, warriors. And royalty are particularly expected to exemplify the cultural ideal, so where some anonymous citizen might instead design furniture or be a musician or an engineer, my sister and I were expected to learn to fight. My sister is very well suited to this, a prodigy. I'm all right but I wanted magic. And no one would let me have it."