Winter of the Witch, book 3 of Katherine Arden's Winternight trilogy.
Vasya, descendant of Baba Yaga
Ded Grib, the first of Vasya's followers
Medved, the Bear who feeds on fear
Morozko, the Winter King
Alyosha, brother to Vasya, warrior priest
Lady Midnight, friend or foe, is up to Vasya