Snow Hood

Nothing here is crafted. Every piece falls off Frozen Zombies, which means a night in the snow biome with something that clears a crowd. The efficient version is to do it during a pre-Hardmode Blood Moon, when spawns are already elevated, and to stack a Battle Potion with a Water Candle on top of that. Done properly it is one or two nights of work rather than a week of wandering.

Chilled drags your movement down and Frozen locks you in place outright. Neither one kills you by itself; both hand the kill to whatever applied them, which in a frozen cave is usually a group you were already retreating from. Wearing the complete set removes that failure mode entirely, and losing the ability to be stopped mid dodge is worth far more in the ice than the numbers on the tooltip suggest. Everywhere else it is dead weight, so treat it as a situational kit you swap in at the biome border rather than an armor upgrade.

Pink Snow gear is the same armor in a different color, and the game counts a mixture of the two toward the bonus. Any three pieces across both sets turn the immunity on, so you can wear whatever combination looks right without giving anything up. That also softens the grind, because you are no longer waiting on one specific color to fill a slot. If you end up with duplicates, keep a spare hood around for the vanity slots, since the set holds up better as an outfit than as combat gear.

The parka is a nod to Popo from Ice Climber, the 1985 Nintendo platformer, whose outfit it copies almost exactly. The set also used to go by a different name and was renamed once that older word for northern peoples fell out of acceptable use.