Snow doesn't work...That is all...HOWEVER I'll share my secret...
Make a brush, tie to env_ember or an entity with the word ember...I forgot the name. Now go to properties, set colour to a blue / white colour and set to fall down. Set how much you want shown etc...
Problem with it is I am unable to set it to constantly snow...It snows for a bit then suddenly the flakes dissapear but then a few seconds again they re-appear and this repeats...It isn't so bad if you set float time to a high number.
Also this can be stressful on low end cards.