I really liked the allusion to Hans Christian Anderson's The Snow Queen. There's some new lore for this series introduced at the beginning of the issue, which was a bit confusing, but intriguing enough and seemed like it came from Gaiman's Sandman source material (guessing, because I haven't read it). Erzulie's plot feels very disconnected from the previous issue. It starts with her flashbacking to a major event that could've been its own issue, and there aren't any mentions of Djuna.