The most common and most likely answer to this crossword clue is the 8 letter word COVERING
I've seen this crossword clue in The Daily Telegraph
C
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V
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R
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G
More clues leading to the result COVERING
Buddy explains!

The straight part
We know that "shelter" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case shelter = covering.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.
What does COVERING mean?
COVERING verb- To place something over or upon, as to conceal or protect.
- To be over or upon, as to conceal or protect.
- To be upon all of, so as to completely conceal.
- To set upon all of, so as to completely conceal.
- To put on one's hat.
- To invest (oneself with something); to bring upon (oneself).
- (of a publication) To discuss thoroughly; to provide coverage of.
- To deal with or include someone or something.
- To be enough money for.
- To act as a replacement.
- To have as an assignment or responsibility.
- To make a cover version of (a song that was originally recorded by another artist).
- (law enforcement) To protect using an aimed firearm and the threat of firing; or to protect using continuous, heaving fire at or in the direction of the enemy so as to force the enemy to remain in cover; or to threaten using an aimed firearm.
- To provide insurance coverage for.
- To copulate with (said of certain male animals such as dogs and horses).
- To protect or control (a piece or square).
- To extend over a given period of time or range, to occupy, to stretch over a given area.
- To defend a particular player or area.
- That which covers or conceals; a cover; something spread or laid over or wrapped about another.
- Action of the verb to cover.