while i may have no say in anything -- i'm not an artist or a programmer,
just a guy who likes sprites and games (and the two seem to go so well
together)..
i think, instead of trying to change the way he looks, in an attempt to
create tension, you should rather look at his animations.. and possibly
his stance.
in the first sprite you have up, his stance might be too "straight" to create
any sort of tension. he looks too prepared for something.. like a fight or
something where he's gonna swing his ice axe around. while i suppose it
might be hard - as a gamer, it may look better if he had a very slight
hunch.. he's iceclimbing and should possibly be prepared for any kind of
slippage, avalanche or something. a slight slouch with a slow breathing
animation, perhaps?
i'd suggest more, but i'm not sure whether or not i'd be looked at seriously.
edit::
and the way you describe your game.. i quite hope to see it released
some time.