Moving my sand filter is not an option. I did remove the pump this year, only because I wanted to work on it in the off season. I did remove the flexible PVC lines, because it's the easiest way to ensure they are empty and that removes the trip hazard they become when buried under snow (they are in a walk area). Everything is stored outside.
I just open the drains on the filter and pump. Pour in a gallon of antifreeze over the sand after it has been allowed to naturally drain for a few days, to prevent freeze damage I've had in the past. Put the plug in the skimmer opening in the pool wall, and the return. Lower water level, adjust chems, and cover. (Not in that order. First chems, then lower water level, then plugs and cover and plumbing work.)
I've had literally ten feet of snow sitting on the equipment. It's fine. The only damage I've ever had was to the lateral assembly inside the filter, which had nothing to do with snow on top of the filter. The pressure the pump creates is much greater than the weight of the snow. The snow ends up being pretty self-supporting, too. Snow doesn't weigh as much as you're thinking it does. A couple of feet of snow is less than 0.3 psi.