I have entered the temple, bypassed the wolf, gone up the ledge on the left, shot out one window above.

I lowered myself down by I get stuck at the bottom and can't get up the iced slope. Am I in the wrong spot? Does shooting out the window have significance? Have been stuck here for a while and its getting cold. Thanks.

So you collected the treasure. Forget the slope. Climb up and face where the treasure was. The wall on the left side is climbable, just as a ladder. Use it to climb back, then continue climbing the big wall. The window can also be shot later using the revolver, so you just wasted some ammo.