Two more great overviews. Thanks.
Winter Walker Review:
Winter Walker Spells: I did have a feature like this, except it mostly gave homebrewed ice spells I made. My version did give Ice Knife at level 3, though. Pass without Trace, Ice Storm and Cone of Cold are good. Remove Curse should probably be replaced with a more thematic spell, though.
The inclusion of Pass without Trace was clever I thought (and useful, obviously). Remove Curse was a surprise.
Chilling Retribution: Why the focus on the Frightened condition in this subclass? I'm not sure how useful this is. Rangers normally get a pretty significant damage boost at this level, and I don't think the increase in Polar Strikes die size and this ability is enough.
It's interesting to see where 5.24 places defenses to the frightened and charmed condition. Putting the defense at 7 (Fortifying Soul) and the offense here at 11 is nice, I think.
Plus, ice-horror is well enough established as a subgenre that leaning into it here seems fine.
Frozen Haunt: Interesting, but again I don't like abilities that require you to expend two different resources to trigger. This should be worded more like "As a bonus action, which can be part of the same bonus action used to cast Hunter's Mark, you can adopt a snowy ghostly form." Becoming a wintery ghost is cool, I guess, but not the kind of thematic ability I'd give to a Ranger as a capstone. This would fit better for a Winter Druid subclass than for a Ranger, IMO.
You're right that this would be at home on a cold-druid, but having it here is flavorful, and I can seem becoming an abominable snow-person as being a nice capstone.
It's easily the most flavorful capstone of this particular UA.
Scion of the Three Review:
Lore: Too setting specific for my liking.
Agreed.
Bloodthirst: I actually really like this ability. The extra damage is nice, it's always good to get abilities that trigger on Bloodied. And the reaction is amazing, and limited pretty well. A Rogue with Intelligence based True Strike that focuses mostly on Intelligence to get the most out of this ability could be an interesting build.
As has been noted upthread, this creates a really interesting incentive, where the Rogue wants to be LOW on the initiative order, so that they can make the best decision about who to attack. I love that, and it will make for som efun play.
It also rewards the Alert feat, letting you as the rogue put a heavy hitter near the start of the initiative order, and you get to clean up. I really want to play with that.
Strike Fear: Definitely worth using against powerful enemies that don't have immunity to Frightened. Pretty thematic too.
This is a great ability, and will always be worth the potential +3.5 damage you give up.