Possibly Fuma no Kojiro (1989).
Hakuo Academy used to be a prestigious high school, and famous for martial arts. However, because its rival school Seishikan has been cowardly luring its superior students, Hakuo was going to decline. In order to recover from the situation, the acting principal of Hakuo; Himeko Hojo, sends Ranko Yagyu to the Fuma village in search of the famous Fuma ninja clan for assistance. The leader of the Fuma sent Kojiro to Hakuo, there he faces the notorious Yasha clan who fights for Seishikan led by Musashi Asuka. Kojiro's comrades arrive, resuming an all-out ninja war that began five centuries ago.
Kojiro with his friends, will fight in the "war of the sacred swords", for the conquest of the ten swords that give the power to rule over the whole world.
- plot-heavy special swords, although it's ten not seven
- this review(French, translation mine) talks about a blizzard attack (though not from the main character):
Mibu decides to reveal his powers, he can use his very resistant bokken, carved from a three-thousand-year-old tree, [...] to trigger a blizzard on his opponent.
... And killer feathers:
Kou has mastered the killer feathers technique, his main weapon is a tiny, harmless white feather that multiplies itself until it forms a dancing cloud around the opponent. The more the enemy makes sudden and violent movements, the more aggressive the feathers are and the more they slash their skin.
The feathers are visible in the video below:
Can't find anything about them ending up in the moon, though.
Found with the Google query
anime sept sabres vent "plumes" (anime seven sabers wind "feathers") which returned the French review above.