Pure Snow :
-While the BG and the character expression match pretty well, the difference between their respective apsect is a bit too obvious : thus, i felt the blending doesn't really fit enough. (i think a sweet filter, and maybe slight blurr/glow can do the trick)
-The bg is well done, and gives light and sweet feelings, but not really something "snow" :x you might try some rough brushes, with more...fancy/glimmering things.
-Frankly, i think the fonts utterly fails... (sorry to be harsh on this one, but i felt it has to be said for this cas)
-the ratio is pretty good, but i'm slightly annoyed that the bottom part is cropped, so i'm not really able to guess what is this... "necklace" floating around ~~
-the border is... strange oO
slight revisions, nothing dramatic then
Rin
The result is much more effective.
cons :
-the blend and gradual fade effect on rin still has some problem (but far less than previously)
-althought there is a lone transparent shard on her, you didn't try a break effect on rin, but that was optional, of course
pros :
-much better color scheme (blood red => ruby red. quite good with this mood and character)
-glass shards are much more effective, though they don't really outstand a lot, but that is ok
in general, i would only suggest to try some trick on rin blend mode/edges, and maybe some cracks effects around (yeah, pretty persistent XD)
but, i feel you don't need any modification anymore, the ones stated above a much some "perfecionist" maniac manners ~~