So the above, plus a real sleeping bag, a Bivy, and a ground pad? Anything else you are planning on having?

Add in shovel (metal bladed snow shovel is best, but an E-tool or cut down garden shovel or spade is your best compromise) or coffee can/storage cannister (snow scoop/pot), some water bottles, a light stick or two, and you should be OKish. I usually go the later route, and add an esbit stove and some tea lights for warming and melting water.

The two variables you haven't given is (a) are you off the ice, and (b) how deep is the snow? On the ice, until it is VERY thick, I wouldn't risk an esbit stove, just candles. The other concern is if the snow isn't deep enough to dig a trench, you've got almost nothing to block the wind if you can't pile the snow up. If you've got the snow, trench in, and put the sled on top as a roof. But sleep light- most of them can't take a lot of weight. Whenever I build a snow trench, I put a light stick on a pole outside- keeps snowmobiliers from running me over in my sleep.

This is why you always carry something like the PSP or SOL with compass packed on top, or just a small compass, IN your jacket with you. You'd want to get to land ASAP, so you can get some windbreaks.