Seems as your code has quite a lot of flaws... First of all, instead of "this.setDead();" in onImpact in your EntityRockSnowball class, use this code:
That will damage the target and also spawn a snowball particle. You can change the number I've commented by to change the damage.
Second of all, in the doRenderThrownItem, replace...
this.loadTexture("ashtonsmod:RockSnowball");
... with...
this.loadTexture("/gui/items.png");
Third thing, inside the doRender function, put doRenderThrownItem(etc...) instead of doRenderRockSnowball(etc...) since this function is completely empty. Also you can delete the doRenderRockSnowball function (the last function of the render class) since it only takes unnecessary space.
Now if all of this still doesn't work, then take away the RenderingRegistry.registerEntityRenderingHandler(EntityRockSnowball.class, new RenderRockSnowball()); line from your ClientProxy and put it in the load/init function of your main class.
Hope this helped