As someone with a deep and abiding hatred of warm weather, Valhalla sounds like a wonderful place.

"Food is ready comrades, Valhallan Green Curry, is traditional dish from orc invasion." - A Valhallan preparing food for his regiment

Hmmm a sudden ice age followed up by a great calamity? Sounds like the actions of that champion of Tzeentch: Scrat from the Ice Age movies. He was continuing his quest searching for his own chaos artifact: a single Acorn from the very first Ice Age. In Scrat’s haste to acquire his artifact, he has caused thousands of worlds across the aeons to fall into ice ages of their own

Spacemarines are nice and all but it's good to see more of human regiments

Being prepared for winter is indeed a complicated thing.

A foot of snow in San Francisco is an apocalyptic event.
A foot of snow in Fairbanks Alaska is Tuesday.

in reference to snow goggles, they are equipped with them, on a couple of occasions jurgen has to give cain a pair to protect his eyes as cain either forgets to bring them or does not have the time to properly equip himself before planet fall, due to the apparent necessity for cain to crash into whatever planet he is going to be working on

I imagine this planet's hive citys like a a ton of Frospunk generators on top of each other...
With the same death by frostbite, work accidents and "work accidents"...

Ah the good old days when an imperial guard army would be a wild mix of dozens of metal models from a dozen different regiments.

The hat would be called an “Ushanka.”

Oddly enough, the Finns had adopted it prior to the Russians, who adopted it from them after the Winter War.

Imagine a 40K fps game about Valhallans fighting Orks on a random ice world. Climbing glaciers, navigating snowstorms, tunneling beneath the ice, all with huge green monstrosities charging at you while screaming like maniacs.

Grabbing a free floating chunk of metal, strapping engines to it and then flying it into a garden world with enough force to fling it into a stable orbit further from its sun.
That sounds like Brutal Kunnin' to me!

You have to do Cain after this. The greatest hero of the imperium.

With the way GW has gone with Kislev and the Space Wolves I was half expecting space vikings wielding cryo ammunition and explosives with a name like that.

"Good job Arch! You tell those Warmlanders how the cold works!"
~your fans in Minnesota and other very cold places.

Damnit Arch now you got me looking up bear pussies and cold weather gear, it doesn't get that cold in Ohio...often

Yes! Another Guard episode! We need more of these. I'd love to see one on Vostroya and their Firstborn Regiments since they are my favorite regiment of them all.

Edit: Plus I'm adept to the cold, thanks to my home being Wisconsin in the US, so these guys and Vostroya are perfect homes for me.

Ah yes, my favorite Not-So-But-Really-Red-Army in 40K

one of my fave warhammer comics is about a squad of valhallans that meets a bunch of space wolves during a tyranid invasion. its called lone wolves and the art is fantastic. :)

What is scariest? Valhallan guardsmans play with aircondition? Or Kriegsman play with ventilation? :-D

Valhallan Ice Warriors:  Low in number (comparatively speaking) due to the world they live on.
Also Valhallan Ice Warriors:  Have a famous captain that favours human wave tactics.