The swan may have gotten blown off course during the last cold front and cannot leave because the other swans have already migrated and he is too late to try and migrate. The other reason might be that he was the runt and could not fly when the other swans left. In any case, with you feeding him, he is going to stick around because he has a steady food source even though the pond is frozen. The problem is that he is sitting on the perimeter of the pond. Unless there is at least 6 feet of clearance from the bank to the frozen water, he is very susceptible to a predator attacking him, especially if he remains on the bank at night.

Is there somewhere that you could offer him shelter such as a barn, garage or shed at night? If he is fairly tame and you could capture him, this might work. However, if he is wild and extremely skittish when you approach, this is not going to work. He will have to fend for himself. At least he can fly, so he will have a better chance to escape a predator, but having water in the pond would give him an added layer of protection. The Regal Swan