Near the end, where leaves the bad guy to freeze to death. It's supposed to be super-cold far below freezing temperature. Like a spring-day. But for anyone that has experieced winter, it's so obvious that the temperature is far above freezing. No frost-smoke out of their mouth, wet grainy snow etc..
Exhaled moisture condensing in to visible mist is a function of dew point rather than temperature, and can happen even in the warmer super-humid tropics. At arid mountain altitudes and very low temps, chances are the dew point was so low any exhaled moisture was rapidly absorbed in to the moisture-starved air, thus invisible.
Nice theory. But if you have ever experienced winter you can clearly see that it's not cold outside in that scene. You can see that there's hug-snow, which only happens when its warm outside (as in above freezing). By the way: i've lived my whole life by the arctic circle so i know cold temperatures. If it's biting cold outside; your breath ALWAYS freezes and makes frost mist to varying degrees. So unless both actors were exhaling totally dry air (which is impossible) -the scene was a blooper.
Not a theory. Don't take my word for it. Look it up. It's all about the dew point: how saturated the air is with moisture, which also directly relates to how humid it "feels" and obviously when dew or condensation occurs. The "mist" breath is actually micro-droplets of condensation, and as said, occurs at warm temps in the tropics.
Blue skies/daytime is "supposed to be super-cold far below freezing temperature"?
He had no shoes/gloves, not dressed for being outside in cool weather.
On Gannett Peak (13,810 ft, have you been at that altitude), about 13 miles from the closest road, about 19 miles from the closest highway. https://goo.gl/maps/ztgjQREyG4k4Gpyf7