A cold chill on his shoulder was nothing to a man who feels nothing but the icy grip of death constantly, though the chill was familiar. The Snow Queen was a frequent of Mab's "parties" and often seen consorting with her and the upper class of Winter Court. Viona apparently only recognized the champion as the champion, and not as someone she had met before. Fortunate, that means that he won't have to converse with her in the future. Unless some dire circumstance were to befall her or her posse. 

Viona is quite evidently the sort who enjoys manipulating people through clever wordplay, and Nikolai is quite aware of this sort of manipulation. As she attempted to [i]ensnare[/i] his interests it was becoming abundantly clear that she at least knew how Nikolai felt about the lesser races. However, she was apparently unaware of his views on senseless violence. This would have visibly agitated the headless man, if his face was visible. Which it is not, as he is headless. 

"I am certain that your frigid escort serves as sufficient protection. Unless you believe he is some mere sprite, without the bite and vigor to engage in single combat." The head inside of his case smirked, the chain covering hid the emotion from the Snow Queen. "And that would be unseamly rude to your companion, wouldn't it, Lady Viona? You wouldn't want to offend him, to be sure."