I have only tried the Skydio while skiing a few times. It got stuck once behind me but I was able to "wand" it back. . After that, I had it lead me. It seemed to do better and I have so far never had to walk back up for it.
Europe has pretty strict rules about drones that I haven't quite got the hang of yet. So I've only been brave enough to use the Skydio when I am "out of bounds". It's probly the same in US as well over ski areas. The only snowmobiles I have seen all belong to the ski areas. I have never seen anyone out with a sled for recreation in Austria, Switzerland or Germany. I don't think its allowed. I need to buy some back country touring gear to use my drone more.