Explanation: The presence of
COMET38ACelestial streaker [but not in the nude sense, although it technically isn't wearing clothes]
[-----] ,
DANCER,
DONNER51ASierra Nevada's ______ Pass, named after an ill-fated family of travellers
[------] RUDOLPH57AMaya _______, American actress and comedian from 'SNL', 'The Mitchells vs. the Machines', and so much more these days
[-------] , and
PRANCER suggest that you need to look for more reindeer. The clues for
13A13ARadiant, like one of the missing members of the thematic set when translated from German [don't highlight this entry!]
[-------] and
22A22ASprint, like one of the missing members in this grid [don't highlight this entry either!]
[----] reveal that Blitzen (German for
BEAMING13ARadiant, like one of the missing members of the thematic set when translated from German [don't highlight this entry!]
[-------] ) and Dasher won't be found, but
45A45AGreek god of love, whose Roman counterpart is hiding in the grid [and needs to be highlighted]
[----] will help you find Cupid hiding in
OKCUPID24DMatch.com alternative
[-------] .
21D21DLike the fox that's hiding in the grid, which should be highlighted [you should highlight this clue too, for reasons]
[-------] hints that Vixen is hiding somewhere, and indeed they can be found in a diagonal path starting at the V in
VALETS and heading southeast. Finally,
20A20ACalculate incorrectly [or when read aloud, what the shape will do, unless you decide to complete it by highlighting three final cells]
[------] tells you (in a very cryptic way) that all these letters will still "miss ADD", and so we should also include the ADD joining the C from Cupid to the T from Comet.
All these reindeer, plus
VULPINE21DLike the fox that's hiding in the grid, which should be highlighted [you should highlight this clue too, for reasons]
[-------] and ADD, reveal the shape of a sleigh.