Try as he might, his snowballs can not penetrate the might of Corbie's shield. If he could fly of his own volition, he would attempt an airborne assault, but he could hardly do that without summoning Stormbreaker and the last thing he wanted was for it to break through the outer wall of the inn so it could meet his hand.

Instead, he tries to form a shield of his own. Not magical, of course; he dives behind a snowbank and furiously starts pushing snow up to raise it even higher. It's necessary, because even crouched down behind it, Thor's forehead is visible from behind its peak, an all-too-easily accessible target.