"Snow doesn't tend to leave the ground once it's landed."
Maybe in Australia there isn't enough snow to be blown around, but wind in Canada can cause white outs or reduced visibility long after the snow stops falling, or (much more commonly) just cause snow drifts.
"Lord Landless might also be a river?"
Could be, but rivers don't pick things up as well as wind, and, except for serious design flaws, don't usually ride into castle halls.
"What could the "castle wall" be? Is it literal?"
I took it as literal since there wasn't much to go on otherwise. Perhaps it could be a row of trees or cliff face.
