I’d say there’s enough stuff that can be turned into fire starter should you have time to dry it (and under a good cover with relatively strong winds and relatively low humidity for the area it will take several days to dry thin starters and months to dry firewood, so tarp won’t help you that much in the short run). Generally, if you’re in the wild in winter in northwestern Russia without already stored dry firewood or other fuel, your chances of survival are fairly questionable to begin with.

Yes, there aren’t many caves in there and terrain is very hard. Constructing a cover is not a trivial task. Normally in this environment survivalists resort to self-made tents or dig into the ground (latter being less popular in the winter, for obvious reasons), but both are fairly useless in a zombie apocalypse for the reasons you’ve already outlined. Mountain and treetop constructions will suffer severely from strong cold winds.

Realistically though, you cannot survive the wilderness of northwestern Russia (and a lot of wilderness for that matter) with just 4 objects. You’ll strike a way better chance by finding a remote village. Yes, you might have to ward off zombies, but, as you mentioned, environment will be less of an issue, and environment here is certainly deadly.