A straight, solid (non-porous) fence builds a drift upwind that acts as a ramp to bring drifting snow over the fence, on top of animals in the protected zone. Even a very short, straight fence does not deflect enough of the transport around the ends. (Wind is from the upper right, and those are heads of model horses sticking out of the downwind drift.)
The left photo, below, is an aerial view of a large circular shelter for west winds (from the upper right). The small entrance on the lower left, and a large part of the shelter zone, are drift-free. However, a small-scale model of the circular shelter (right photo) shows that in a blizzard from the opposite direction (from lower left), the entrance funnels drifting snow into the shelter, and blocks access. Most blizzards are westerly, but east-wind blizzards do occur in Wyoming.