snownado
n. A waterspout that forms between the surface of a lake and a snow squall; a tornado that forms over a snow-covered area. Also: snonado. [snow + tornado]

Example Citations:
Originating over Lake Ontario, the storm was wreaking havoc on the Tug Hill Plateau, a region in upstate New York. Over the water, the storm formed a number of snownadoes—whitish columns of swirling air stretched between the lake’s surface and the sky. When the storm reached land, it dropped three to four feet of snow on the Tug Hill.
—Justin Nobel, “The Grand Collisions That Make Snownadoes & Arctic Sea Smoke,” Nautilus, February 18, 2014

Winter waterspouts (aka “snownados”) are pretty uncommon, requiring a very specific set of meteorological conditions to form. Footage of the spiraling slush-columns is rarer, still (as in, there are six photos of them in existence) — a fact we like to think makes this snownado-video worth 90 seconds of your time.
—Robert T. Gonzalez, “Rare ‘snownado’ Filmed Over Lake Superior,” io9, December 19, 2013

Earliest Citation:
RE your other email about snownadoes — the recent documentary (Storm Force) had footage of a tornado on the ground while there was snow on the ground.
—Anthony Cornelius, “Re: aus-wx: Landspouts/coldies,” Australia Severe Weather, May 26, 2000

Notes:
A snownado also goes by the less-fun names winter waterspout, icespout, and snowspout, as well as the almost-as-fun names snow devil and ice devil.

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