Winter Schnee will become a Major Villain

''“There stood poor Gerda, without shoes, without gloves, in the midst of cold, dreary, ice-bound Finland. She ran forwards as quickly as she could, when a whole regiment of snow-flakes came round her; they did not, however, fall from the sky, which was quite clear and glittering with the northern lights. The snow-flakes ran along the ground, and the nearer they came to her, the larger they appeared. Gerda remembered how large and beautiful they looked through the burning-glass. But these were really larger, and much more terrible, for they were alive, and were the guards of the Snow Queen, and had the strangest shapes.'' 'Some were like great porcupines, others like twisted serpents with their heads stretching out, and some few were like little fat bears with their hair bristled; but all were dazzlingly white, and all were living snow-flakes. '''Then little Gerda repeated the Lord’s Prayer, and the cold was so great that she could see her own breath come out of her mouth like steam as she uttered the words.  '''The steam appeared to increase, as she continued her prayer, till it took the shape of little angels who grew larger the moment they touched the earth. They all wore helmets on their heads, and carried spears and shields.''' Their number continued to increase more and more; and by the time Gerda had finished her prayers, a whole legion stood round her. They thrust their spears into the terrible snow-flakes, so that they shivered into a hundred pieces, and little Gerda could go forward with courage and safety. The angels stroked her hands and feet, so that she felt the cold less, and she hastened on to the Snow Queen’s castle.” ''

–Hans Christian Andersen, The Snow Queen

Winter is Jadis
Winter's time onscreen in Volume 3 practically screams the White Witch. She is generally super prideful, arrogant, and thin-skinned (she starts a whole damn anime battle with Qrow in the courtyard because he annoyed her).

Also, her advice to Weiss in this scene is pretty much exactly like this:

"Make your choice, adventurous stranger  Strike the bell and bide the danger; Or wonder, ‘till it drives you mad What would have followed if you had." 

from The Magician’s Nephew.

And she doesn’t run a kingdom (yet), true. She’s just number two to the guy who’s currently running the Kingdom of Atlas, a frozen fantasy military dictatorship that oppresses animal people and, as of the end of volume 4, has fully-closed borders.

Jacques is a poor final villain for Weiss's struggle
There’s a number of Allusions at work here and a fairly major likely future plot twist, but let’s look at it this way:

Jacques makes a pretty poor final villain for Weiss’s struggle against her family’s legacy.

He’s the reason for all of it, of course, but he has no power over her anymore. Mirror mirror now she’s done, and the next time she’s in Atlas she’s not going to be alone: Ruby, Blake, and Yang won’t let Jacques put a finger on her. He can make difficulties for everyone, sure (I’m kinda expecting him to sell out to Salem), but at the end of the day he’s a useless, whining old man whose eventual death will be both abrupt and pathetic.

Whitley doesn’t make a good final villain for her either: he’s literally just a child. As much as we hate the little shit he’s just as tragic as his siblings: he’s an abused child who, in order to survive his father’s abuse, has determined to be as like his father as possible and make sure that Jacques never has reason to be angry with him. He’s an asshole, but, well, a child.

But you know who makes a fantastic final villain for Weiss? The character who the crew explicitly described as being the version of Weiss who never made friends and unlearned all the horrible stuff she’d learned to survive her father. Winter is Dark!Weiss, she’s the one who can continue making things terrible in the future. And she wouldn’t hurt Weiss, she genuinely cares about Weiss, which is her biggest redeeming feature (probably literally her redeeming feature).

But when Winter’s actions reach the point of shattering Weiss’s cognitive dissonance, Weiss isn’t going to stand for it.