That looks like snow on Lily’s back. How can she and the cub stand the cold and snow?
Temperatures inside dens are the same as outside unless snow closes the entrances, in which case den temperatures rise to that of the soil. Lily’s big entrance will remain open. Lily has incredibly thick fur that insulates her so well her body temperature stays well above 90 degrees! Lily herself keeps the nearly hairless cub warm by tucking it underneath her next to the warmth of her sparsely-furred belly, which is why viewers have seen Lily’s back for the most part since the cub was born.