This really sucks, but it sounds like it wasn't properly air-sealed & insulated when they closed off the window and installed the surround- is the contractor bonded?
You may be able to spot-insulate in the wall from the outside with dense-packed cellulose, as well as in the ceiling above, but the right approach is important, and may take some on-site analysis. You may need to wait for warmer weather when you can re-open things and let them dry out first, or inject low-rise foam, etc. If you live in central MA (Worcester county, to the western fringes of 128), scoot me private message for a local contractor reference.
In the meantime, if you haven't already, buy a snow-rake and pull down all the snow at least 2-3 feet above the ice dams on the roof to limit the damage. It won't slow the heat leak, but you won't have saturated structural wood to dry out before fixing it for good. (This is turning out to be one of those epic snow winters like '95/96.)