Updated: May 27, 2021
Here in Charlotte a few years back, we were treated to an interesting thundersnow event. The primary cold front moved through in the very early morning hours and was working its way off the east coast. We got a mixture of light rain and snow during most of the early morning with surface temperatures running in the upper 30s to low 40s. But the real threat in terms of snow wasn't going to happen until much later in the day.
The upper-level trough axis was still out to the west. As cold air aloft moved in over a relative warm ground, this created a fair amount of instability in the first 15,000 feet of the ground as can be seen by this Skew-T log (p) diagram.
This isn't much instability compared to what might occur during the spring and summer, but with these cold temperatures and the assistance of the upper-level trough, you can get enough vertical motion to produce thundersnow. Here's the XM weather radar image showing the snow moving in along with lightning (yes, there are four different yellow lightning bolt symbols showing in the red circles).