I don't know if anyone has done any specific concept art for an Arctic Predator. There's a comic called "Predator: Cold War" set in Siberia, where a group of Predators crash-lands in the Siberian wasteland near an oil pumping station. The Russians start getting slaughtered as they go to investigate, and then the Americans come in, wondering if there's some secret military workings going on. Then the fun begins. My character -- and my biohelmet, in particular -- are patterned after one of the characters in that comic. The Predators in that story aren't really dressed or adapted for the cold weather, though. According to the story, it sounded like the Predators got stuck in Siberia by accident, and were looking for parts to repair their ship.
There might be some other comics out there with cold-weather Predators, but I haven't read them all yet. If you want to design something, you can always come up with an original concept, then show us what you designed.