The most common and most likely answer to this crossword clue is the 4 letter word COTE
C
O
T
E
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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 = cote.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 COTE mean?
COTE noun- A cottage or hut.
- A small structure built to contain domesticated animals such as sheep, pigs or pigeons.
- To quote.
- To go side by side with; hence, to pass by; to outrun and get before.