The speaker is grieving, or at least mourning a loss that refuses to stay in the past. The opening lines set up a contradiction: she is gone, yet she never leaves. Whether she has died or simply walked away, the poem doesn't say, but either way her presence lingers like a shadow that won't fade.
What stands out is the image of her waiting. She seems to hover around the speaker's days, expecting him to get through them so the "little game of predator & prey" can begin. The casual phrase "little game" sits oddly beside the menace of those two words, suggesting memory or longing hunts him down once the distractions of the day are over. He is the one being chased.
The title and the last line, about trying to "sleep the winter away," add a mood of numbness and hibernation. He wants to escape through rest, but the trailing ellipsis hints that escape doesn't come. The feeling is weary, cold, and quietly haunted.