I have a lot of experience on snow with the CX5, the roads are hard pack snow right now and I will enjoy the drive to work in the morning
TC works well, prevents most wheel slip and makes the car very sure footed in the snow. It can be tuned off, the wheels spin if you want them too.
ESP can not be turned off, but it does let you power slide to a certain extent, during a corner if I put my foot down, the back end certainly steps out, and is controllable, it can be a lot of fun. The backwheels will drive within milliseconds of the fronts losing grip, you don't even notice its not permanent.
If you can not get the backend out, it is to do with the way the ESP is setup or the balance of the car, most modern cars will understeer, it's the safest method for Joe Bloggs to get through the snow to his work, my Impreza Turbo would do doughnuts all day and spin on the centre point of the car, my R32 had more power, a Haldex AWD system but was the most boring car in the snow, similar to the CX5. Sometimes you need to encourage the slide by loading up the outside wheels and giving some gas just at the right time to initiate the slide.
Once you get into a bigger drift in the CX5, the ESP freaks out and brakes the inside wheels to sort you out if you like it or not, handbrake turns have smoke coming out the ECU while it tries to sort it out!
*disclaimer* all off the above is done well out the way of other cars, children or animals, I can only hurt myself and my car