Showdown at 140 Degrees Below Zero (E25)

After Dan becomes trapped in a snowstorm, he is ordered to get out of the Pointer and run to Headquarters (which Dan is reticent to do, given his species' weakness to cold). Suddenly, the lights in the Headquarters go out as the power dies: someone has bored into the base with a drill to kill the power. Worse still, a monster appears in the darkness, breathing frigid air into the base. (Prime Video)