I think I remember hearing something about some snow queen who had a coat made of live animals; like it was just a bunch of stoats or ferrets or something clinging to her, maybe plus a fox as a stole. Was there ever anything like this in some old fantasy story or folklore tale? I'm pretty sure I heard something like that but I can't for the life of me figure out where it was from.
Since you're going based on a memory of something you heard, and you specifically reference "some snow queen" and so I'm going to go out on a limb and suggest you may be remembering Elsa, from Frozen. Hear me out.
All movies go through a development process, and often things can change significantly. As you may know, originally, Queen Elsa was intended to be a much more villainous type. And much of the early development of Frozen (or whatever it would have been called) was based on it.
And, in fact, one early proposal for her design included an outfit that was made of live ermines (a white ferret-like animal).
As far as I can tell, this wasn't from any version of the original tale, but it did make the rounds of the Internet a few years ago and so you may have heard it there and forgot the source.