There are some youtube clips and reviews that indicate the RS4 is great in snow. But not too many showing the car making progress when the snow is consistently at the level of or higher than the running boards of the car. And given the car is slung so low, that's a problem where we live.
Driving up steep mountain roads, rather than relatively flat terrain - urgh - despite spanking new high quality winter tyres! As I'd noted though, I've heard the latest models have better traction control, although don't know anyone who has personally experienced this.
Definitely watch out for that clutch issue if you're buying second hand. There's quite a lot of public domain noise about that, which we discovered only after we had the issue and went searching on the web to understand more
What do you expect, the same level of traction control as a Land Cruiser, the car is not remotely designed to travel through snow "up to the running boards" and trying to drive as such shows a high level of ignorance.
You mentioned in a previous post the servicing costs were high, what do you expect for a high performance car, same price as for a 1.8l standard version ?
400BHP with 4 wheel drive is not excessive, you need GOOD winter tyres as i believe you have found out recently, i have 680 BHP via 4 wheel drive and never experienced any problems, you do however need to use the accelerator very sparingly though (i also live at 800m on with a steepish hill to negotiate, up and down)
Fuel consumption, you don't buy these cars if that is a worry for you, buy the smallest diesel version if this is important to you.
Snow chains....you can probably fit narrower winter tyres and fit snow chains, but even so, it's not really a car that you would fit snow chains too as once there is no snow on the road, the chains would eat the tyres for a quick snack in maybe 20-25km only.