Yukibe looked like he could've been the kid of Yukime and Nube—which is what most people assumed at first. Turns out, he was actually Yukime's alone. As yuki-onna mature, they naturally develop the ability to create snow-children who stick around for a while before heading into the mountains. It's basically how they spread winter across the land. Yukibe inherited Yukime's freezing powers and caused serious destruction before eventually taking off and bringing snow to Doumori.
Despite only showing up once, Yukibe haunts Nube's thoughts whenever he imagines what an actual child with Yukime might be like—which only deepens his unease about the whole human-yuki-onna relationship thing.
Content compiled by AnimeList.moe from publicly available sources.