4motion of cla 45 and the snow

4motion = VW
4MATIC = MB

I would say the 45 would be a bear in the snow because it has way too much power and torque and super-low ground clearance. Even with excellent winter tires, I think it would not be good.

The default drive even in the AMG, as I understand it, is 100% FWD, with slip detection making a viscous coupling send up to 50% of the power to go to the rear. That would make it an inherently less stable car to drive in the snow than one with a 50-50% default torque split. In fact it's just like the cheap systems on VW and Honda "AWD" cars and SUVs.