It's "Bury your Friends in the Snow Day" or Shuggoths From West Philadelpha
... at the top of the mountain, on the fourth day from the plane crash Jared made a discovery, one of the Shuggoth's had frozen in the snow. Carefully, he collected its body, paused in mid shape-change.
"Dr. Pretorious back at Miskatonic will be able to use this," he thought, "If I ever make it back from this frozen howling madness."
In the distance, he heard a cry. The Shuggoth in his arms ...