They were two women brought up in two very different. A chance encounter lead to the point of view character making a decision that would change the way her life would go at a very difficult down the road.
I find that this prompt does a good job of telling us who these two characters are and building the world around them. Given what we learn later in the prompt, this is a fantasy setting. It could be alternative history or just straight up another world, but either way it is definitely a fantasy world. We have to decide that for ourselves the exact kind of fantasy world, but considering there is a snow queen in the mix, that much is pretty clear.
We also know that the country has some sort of nobility. You can have a Snow Queen without nobility, since queens are royalty and she doesn’t have to have a court, depending on the story and what works for it, but if you have nobility, there has to be some sort of larger nobility then just a queen.
There is clearly a very well established gang in at least the city if not the country or even the world at large and the point of view character is connected to it. I say connected, because we don’t actually know if she is in it or just aware of it and it’s general inner workings, but not actually otherwise involved. My guess is that she is at least somewhat involved in it, since she was able to get close enough to release a prisoner of the gang, but that could just be because of how the gang sees her.
The prompt calls calls the gang thieves and as I pointed out in a recent post a thief is one who doesn’t use violence and often does their stealing in secret vs robbers who do use violence. Now, it may just be a mistaken use of the word, because it sounds better, but maybe not. Maybe they are very strict about not hurting people, although kidnapping someone might go against that, but maybe this is not normal for them and some sort of act of desperation. If it is in fact not normal for them, maybe that’s another reason the point of view character felt the need to let her go. She didn’t want something like that against them.
Then there is her relationship to the gang. It calls her “the daughter of a notorious gang of thieves,” rather than saying she is the daughter of the gang’s leader or someone high up in the gang. This could just be to allow flexibility there, but it could also be that she’s not the daughter of one individual in the gang, but is instead someone who was brought up by the gang as a whole, maybe an abandoned orphan they found or someone who joined the gang at a young age and is still young compared to the rest of the gang. Lots of choices there.
At the time of the story, or at least this piece of the story, this event is years in the past and it’s winter. This winter is so bad that people are dying in mass or else it is likely that if things don’t change they will. This could be an extreme temperature issue or it could be massive snow storms, ice storms, and the like that will pin people in the cold or away from food supplies long enough to kill them. It doesn’t say what exactly it is, but somehow the she is immune to it. Does this mean she isn’t feeling the cold or the effects of the cold? Does it mean that the storms go away when she is in a place and the snow build up is almost an illusion when she tries to get through it? That’s up to you. What do you thing is a result of her winter problems immunity?