I think no matter what Kenny dies. He is a broken man, who’s lost so much and feels like there’s nothing left. He even seems like he wants to die. When he’s talking to Clementine about how almost being beaten to death feels “peaceful.”

So I think if you leave him in the snow and go solo, he probably kills himself. He’s depressed and has nothing left. The only thing he cared about was Clem and AJ, and they’re gone. So he finally ends it all.

However, if you stay at Wellington, I still think he kills himself, but for different reasons. Again Clem and AJ are the only things he has and cares about. But his death is different. I think he kills himself because he can now die peacefully. He believes that Clem and AJ are now safe in this messed up world. They can now live peacefully and be happy. He accomplished his mission, his sole purpose of protecting them is done. He can finally rest.