Just going to point out the difference in architecture between your 2017 and the 2020+ models.
The 2017 was built on a common platform that supported the Explorer, Flex, and Taurus nameplates. It was a FWD first platform, with the ability to send power to the rear tires as needed. The engines were mounted transversely to support the FWD based patform.
The 2020 and up returned to the 2010 and earlier Explorer typical platform - Rear Wheel Drive (RWD) and the AWD system available to send power to the front wheels.
I never owned a 2011 to 2019 Explorer, so I can't comment on how the 2020 would handle things differently, but on good tires and with AWD, they are excellent winter vehicles.
When the OP asked about deep snow, my threshold for deep snow would be more than 8 inches or so. The explorer can do it, but I prefer my F150 in that scenario due to higher overall ground clearance - official stats put it at around 2" more clearance, but in a practical sense, its more as that is pretty much only at the differential on the truck - everything else is higher than the explorer is underneath. Pretty obvious looking at tracks and things dragging in the deep snow when both have gone up the driveway!