You can expect your snow base to be frequently harrassed by these guys. Build spike walls around your base to keep them out or at least make it easier for your tames to take them out. Never go out alone, even a lone mammoth is likely to die from a pack. Unlike raptors or sabers they get a pack bonus like compies, and they get an alpha buff. Shotgun can easily drop individuals.
If you want a high level wolf go to yeti cave or cave of strong. You will find insanely high level. Go with the Arthropluera and kill wolf and grab their implant and revive in revival platform and tame it. Boom 🤗 you've got a freaking high level direwolf 👍