Right, I'll give it a try...
Person 1 (the storyteller) is a killer who will take on almost any job, even the very dirty ones ("devil's bidding"). Still, he doesn't actually like his job and despises himself for it ("no life for a decent man", "not my heart's true calling").
Person 2 ("you who live by rape and plunder") is a guy he works for, but he really hates him. Some mafia boss who forced him to kill, maybe? The line "this poor country he had so tormented" points to an organisation rather than an individual.
Person 3 (the "late companion") is a partner in crime of person 2. The storyteller killed him (maybe because person 2 told him to), in what sounds like an execution ("highest tree"), but before that he forced him to give information about person 2, who is about to make his escape ("you were making for the train").
At the beginning, he says he's not a merciless killer, but today his heart is "as cold as the heart of the ice princess", i.e. he's angry and ready to kill person 1. Maybe person 1 let him down, didn't pay up or whatever, so he's getting his revenge on person 1.
In the last lines he's about to murder person 2. After that, "this bitter snow will soon be melting", he will no longer have to kill for a living or because someone forced him to, and he will leave that criminal world behind him (and maybe get a decent job).
The rain could also stand for some way of washing off his sins.
Does that make any sense at all?
