The door has closed behind you, so the only way to go is forward. Up on the ceiling of the cave are some deadly-looking icicles! Go down either side of them to avoid them as they fall. Just inside the door ahead, turn left. Jump to grab the crevice ahead and shimmy right until you can pull up. Go into the area behind to find some flares and the Silver Dragon. Shimmy back to the beginning of the path and make your way further into the cave.
Somewhere below you will hear some scary sounds! This is the level you have been saving your grenades for! The noise is a yeti...it's tough, it's mean, and it's waiting for you! There are a lot of different walkthroughs that will tell you about safe ledges, and other ways to kill this monster, but I say just go for it! Make sure you have your grenade gun selected before you begin. Climb down the ladder, jump backwards when you have almost reached the bottom, pressing the 'roll' button at the same time to turn around in the air...whip out your grenade gun and let him have it!
If you want to do it the cowards way, slide backwards down the slope to the left of the doorway, pull up and back flip onto the stone ledge. You may be able to get the monster from there with your Uzis, but I never can, for some reason.
When you've recovered, safety drop down into the yeti cave if you're not there already, and pull the lever on the wall to the right of the bars. This opens a door at the other side and releases a lovely snow leopard...shame you're going to have to kill it! Climb back up the ladder to the top, climb off to the right and turn around. The leopard will reach the top of the wall in the opening ahead of the slope. You should be able to get it from there, but it may walk off and wait for you. To get to the opening, slide down the ramp opposite (screenshot), either backwards, pressing 'action' to grab the edge and backflip onto the ledge behind, or forwards and jumping to it at the last minute. Kill the poor leopard if you haven't already done so. :-(
Tred carefully down the steps as there are more icicles just looking to make a kebab out of you...continue to some more stairs. There are three flights. The first two are fine, but when you run or jump over the third flight, two goons with guns burst through the door at the top of the stairs.
Another walkthrough guide points out that you can avoid this by hanging from the top of the second flight and dropping to the floor (screenshot). However, you will have to deal with them later when you pass over the top three stairs on the third flight, so I really don't see the point. Besides, they drop a large medipack, automatic pistol clips and two sets of Uzi clips. so I say go for it!
You are now in an area with a pool and an ornate cage. Opposite the stairs in the left corner is an alcove with a ladder. Approaching this triggers two more leopards, so deal with them (I use my shotgun for the short-range kills) before you continue.
Look up at the ramp to the right of the cage up above. You can see a snowball trap at the top. You need to approach it up the ramp to set it off, then sideflip right into the pool to avoid them when they start rolling towards you. To get to the ramp, you will need to use the stairs where you first entered, then jump over to it.
Drop back down to the main area and collect a small medipack from a room on the far right (screenshot). Look through the barred window...through it you will see an area that is actually the end of the level...however, nothing is that easy, so pick up the medi and return to the pool area. Turn right and climb up the rocks. You'll have to make a kind of a u-turn to reach the first climable one (screenshot).
Jump and grab over the the ledge in the middle...the one that seems to be defying gravity! Follow the ledge's path and run over the cracked floor, jumping at the end to reach the ladder at the other side. Climb up to the top then backflip off the ladder to reach the ledge behind. Jump over the slope to reach the lever on the right wall. This lever was covered by the snowballs which is why you had to trigger them earlier.
Pull the lever to raise the cage so you can reach tibetan mask #1 that was inside it. You can reach it by running and jumping from the edge of the platform with the switch. When you pick it up, a trapdoor under the pool opens, draining it. From the snowy ramp, safety drop to the ground, then do the same into the pool and the opening through the trapdoor. Follow the passage, jumping over a spike-pit, and stop at the large gate.
You need to use the mask to open this gate, but before you do, take a peek inside. There is an area with a wooden bridge overhead, and also a ramp just inside the doorway with a bunch of snowballs at the top. As soon as you enter, they will start to roll, and four leopards will run at you. Run in, jump up either left or right, turn and jump onto either block right inside the entrance, at each side of the doorway (screenshot). The snowballs will pass harmlessly, and you can deal with the kitty-cats in safety. You may need to walk past the entrance to set off the second set of snowballs and the final leopard.
As you stand with your back to the entrance, look left and you will see an opening in the wall (screenshot). Climb up to the step beneath it, jump and grab to the edge of the opening and pull up. You can now see an open area with a frozen pond in the center. There are half-a-dozen leopards in here, all waiting for you to start exploring. There is a ledge below you that you can jump back onto when you've drawn each pair cats out to shoot them in safety, or just go for it with your shotgun! It only takes two shots for each leopard, so it's up to you. Just save those grenades!
Four of the leopards attack when you approach the pond, and two more when you enter the cave to the right of where you dropped down (screenshot). This is where you need to go next. Climb up onto the blocks of ice to the left as you enter. Drop behind them into some water to pick up tibetan mask #2. Now, there are two thugs in the area you just came from, and if you swim too far up to the ceiling, they will shoot you through the ice! Climb quickly out and deal with them from the top of the ice blocks. If they try to hide in the other cave, drop and grab the edge of the blocks then pull up again...this should draw them back in. Search them for their small medipack, Uzi clips and two sets of automatic pistol clips, then climb back out to the main open area with the bridge.
Go past the right side of the ramp (the one leading up to the double doors opposite the entrance), and around the corner is a ladder...climb up it to the ledge above and pick up two pairs of grenades that are lying at the end. Climb back down and use the mask to open the door.
Now when you go inside, you will hear noises that might chill your blood, but don't worry...yet! You are in a dark room with cages and yetis in some of them. For now, the cages are all locked. There are four yetis in the cages. Light a flare and go up the stairs to the left. You will see a burner in the middle of the upstairs platform, with a lever behind it on the wall. When you pull it, all hell breaks loose! Three burners light up, the cages open and all the yetis run out! If I were you, I wouldn't even try to outrun them...just whip out your grenade launcher and let them have it¹!
When they're gone and you've recovered sufficiently, search the cages downstairs for two large medipacks, two pairs of grenades and two sets of Uzi clips. Go back up the stairs and in the left-hand cage are some more grenades. Go to the end of the cage and turn right...inside on the back wall is a lever. When you pull this it opens door in the area with the pond, but it also closes the cages again. To get around this, locate the moveable box to the left of the cages and pull it into one of the doorways. This stops the cages from closing and you can exit okay.
Now, there are three tough baddies waiting for you outside, so you are going to have to arm yourself. Pull up into the doorway to draw them to you, then drop back down and try to get them from there. You may have to tackle them out in the open, so make sure you have enough health. Search them all when they drop to find two boxes of shotgun shells, two sets of automatic pistol clips, Uzi clips and a small medipack.
Go back and climb up into the opening to the pool area (where the 3 pairs of leopards where) and enter the door just beyond the opening you climb through (screenshot). There are two wooden bridges ahead...when you reach the end of the first one, a ton of snowballs roll down but all you need to do to avoid them is to turn to the left, just inside the opening to the second bridge, and stand on the ledge there. Run across the second bridge to the end, turn right and run, jump and grab to the ladder ahead. Climb it and pull up into the opening ahead.
Go as far as you can and have a look through the opening in the ground. There is cave with a pool of water below. There are three killer fishes in there...you may be able to get them from above, but it could take ages. You may be better just jumping in, climbing out, and getting them from the side. If you do decide to get them from above, your M16 may be your best bet.
Jump into the water and swim into the next cave, then follow the path and take a left turn, avoiding 2 sets of icicles as you go. There should be a ladder just above one of the ledges (screenshot). Jump up to grab it, climb up, and when you have reached the top, take one step back down, then backflip to land on a ledge behind. Here you'll find the Jade Dragon.
You have to slide down a small slope then jump and grab the ladder to get back down. Turn around and swim to a third cave with a large door at the end. Opposite the door is a block...climb up on to it, then run, jump and grab to the ladder opposite. Climb up it then backflip onto a stone ledge and pull the lever on the wall.
Jump back into the water, enter the now open doors and kill a leopard that charges as you step inside. On one side of the stone block in the center is a lever...pull it to open the large, double-doors back in the main area with the ramps. To get back, go into the area beyond and make your way to the end of the walkway on the right-hand side. Run and jump to the angled block just across from it (screenshot). Drop to the ground and then climb back through the opening into the main cave and go through the double-doors.
Just inside is a cave with ramps, snowballs and a pit, so tread carefully. The snowballs are triggered when you tread on one of the ramps. At the bottom of the pit are three leopards. You can draw them out by running and jumping over the pit, and/or hanging from the edge and pulling back up. Safety drop down when they are dead and pick up the grenades, a large medipack, and three sets of M-16 clips in the corner of the room. On the wall between the doors is a lever...pull this so you can exit the room. This also releases yet another leopard, so deal with this before you leave.
Go back up the ramp and jump over the pit. If you look to the right, you will see a wall of ice. This can only be broken by the snowballs at the top of the left ramp. Stand at the foot of the ramp, jump forward, then immediately jump back, then jump forward over the snowballs before they reach the bottom of the ramp, or sideflip to the right to avoid them, but this may also trigger the other snowballs at the top of the other ramp.
Enter the next area with stone ledges and timed doors. The pad on the floor on the left opens the door in front of it. Run over the pad and quickly climb or jump through the doorway, as you have just enough time. The room is filled with spikes, so be careful. Turn to face the left...the wall facing you is climeable (screenshot). Climb to the ledge above and claim the Gold Dragon, plus two pairs of grenades and two sets of M-16 clips if you have found all three secrets.
Drop down and exit by the second door on the right, but don't drop down in front of it or you will activate a pad that closes it. You need this door to be open, so run and jump from the door to land near the snowballs (screenshot).
Ok, this next part is heavily timed. Stand in front of the floor pad just in front of the snowballs (your back will be to the entrance to this area). To reach the level exit, you need to run over the pad, jump over the snowballs, keep your finger on 'jump' to land in the doorway of the open door ahead. Run through the door opposite, but be careful as there is a nasty drop just through it. Run, jump and grab to the ladder on the opposite wall, climb to the bottom and follow the passage to exit the level.
If you missed anything while playing the PC version, here is the savegame file with all kills, pickups and secrets.
¹ For some reason, one time when I played this on my PC, only 1 yeti appeared. The others could be heard, but they never showed and the entire room appeared empty, so I had to reload the game.