By the next morning, the snowman had vanished without a trace.
Literal
Next-morning snowman [topic-は] trace [even-も] not disappear-vanish-was-[ていた].
消え失せる is a compound verb: 消える ('disappear') + 失せる ('be lost / vanish'), yielding an intensified 'completely vanish.' ~ていた (past ongoing / resultant past) describes the resulting state as of the next morning. 跡形もない ('without a trace') is a fixed expression.