Clement Frost was only Father Winter for my first winterfest also. He is still around and on my sim's contact list, but he has been replaced by a sim named Nikolas Salinas. Nikolas has now filled the Father Winter role for two winterfests, so it is not changing every season. That may support the idea that Clement just retired.
Incidentally in a forum thread someone posted a picture of their second Father Winter and he looked pretty much exactly like Nikolas, but had a different name.
I did once see Clement walk through a community lot in his Father Winter outfit in summer, but it was between the first two winterfests so I can't say if he still had the job at that point.
Brand new save since the Feb 2019 patch, Father Winter did not show up for the first Winterfest (save started in Winter, with the holiday left as default) but Clement Frost was later seen hanging out at the Humour & Hijinx Festival the following Summer. In his full robes.
Second Winterfest & there's some random sim as Father Winter - Cordell Briggs - though he's at least shown up.
No mods or CC.
Yesterday I played through winterfest in a different household in the same saved game, and Clement Frost showed up as Father Winter. I checked back in on the other household and everyone who had a relationship with their new Father Winter, Nikolas, still showed him as having the career of Father Winter. So... apparently we have two in this neighborhood now?
Clement Frost was NOT my first Father Winter, although Father Winter appears in households not in world. It was a guy named Luciano Dowell. That was his name when he showed up dressed as Father Winter. He disappeared after all the present-giving, and when my Sims went to sleep the 3x clock didn't automatically start when they went to bed. I clicked it manually, and it didn't go as fast, as though someone were still around the lot. The next day, after the family left for work and school, again the clock stayed on 1x play and the computer was on with a video game playing. I quit the game and closed Origin and came back and Luciano Dowell was in the house, dressed in a sport coat. There was no option to ask him to leave once the family got home. I had to have a Sim travel to another lot with him and leave him there. He's still in my contact list, but NOT listed in households in or out of world. There is no Clement Frost in households at all.