This is part of a series of crosswords in which a particular shape is revealed once complete. (This grid is the biggest of the set and was the hardest to make, so it'll also be the hardest to solve!) Once you've finished the grid, highlight a set of thematic grid entries (either on a print-out or in your mind) and follow all clue instructions to reveal the final shape.
Explanation: The presence of COMET, DANCER, DONNERRUDOLPH, and PRANCER suggest that you need to look for more reindeer. The clues for 13A and 22A reveal that Blitzen (German for BEAMING) and Dasher won't be found, but 45A will help you find Cupid hiding in OKCUPID. 21D 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, 20A 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 VULPINE and ADD, reveal the shape of a sleigh.