Was it windy approaching the mountains? A tailwind, perhaps? If so, this would be an orographically-generated CB. No matter; a cu-nim building in a fairly short time, even in winter, will have quite strong up- and downdrafts. The downdrafts produce the coldness you experienced, along with the precipitation plumes (snow, in this case) Chris referenced. Actually, your second picture in the sequence above tells me far more than the foreboding and atmospheric last image.