I have seen on line that Shenyang and Changchun also have ice and snow festival during February.

Yes, I also saw the information on the net.
In Shenyang, according to the information, it’s held in Olympics Sports Center, Dingxiang Lake, Guaipo Ski Resort, and Qipan Mountain Scenic Area.
All the places are a little far, so you may hire a local to take your around if you want to visit all.

In CC City: It’s held in four ski resorts: Jingyuetan, Lianhuashan, Miaoxiangshan, and Xinlihu. Also, they are a little far from each, you are suggested to hire a car.

As for hot spring, I happen to know Yulong Hot Spring in CC; in Shengyang, there are many hot springs in downtown, like Tianmu Hot Spring in 180 Nanwu Rd in Heping District, Qibaochi Hot Spring in 1 the Second Lingkong Street in Tiexi District and Jujidao Hot Spring in 71 Bawei Rd, Heping District.