I think the blue matches up with the colors and has that frozen look to it
I'm digging the yellow just because of the contrast
I think the orange or the blue would work, though I prefer the orange because it "pops" (AKA would make his color scheme less typically monotonous) and I feel like it gives him more personality. I think the yellow is the least appealing among them.
The blue gives off the cold, winter feel.
If you make him an assist, then all you really need is a attack animation. For Intro/Exit, you can make a single frame fade in/out animation. Or maybe a simple movement animation for the intro/exit (running, or snow FX teleporting thing).
Looks nice, but the toga should look more like one of those cavemen togas not like a toga from ancient greece
Oh man the topic title reminds me of Unfrozen Caveman Lawyer. Have an alternate Lawyer outfit for him.
Reminds me too much of the snowman from that early ski game that a lot of the 90s computers had
In terms of design I don't have the impression I'm looking at a frozen caveman, but rather a Roman snowman.
That is what I am saying. You should probably change the palette to a more caveman looking toga.