The most common and most likely answer to this crossword clue is the 5 plus 2 plus 3 plus 4 letter word STRAW IN THE WIND
I've seen this crossword clue in Financial Times
S
T
R
A
W
I
N
T
H
E
W
I
N
D
Buddy explains!
The straight part
We know that "a sign of things to come" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case a sign of things to come = straw in the wind.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.