The most common and most likely answer to this crossword clue is the 4 plus 5 plus 5 letter word LOSE ONE’S NERVE
I've seen this crossword clue in Financial Times
L
O
S
E
O
N
E
â
€
™
S
N
E
R
V
E
Buddy explains!
The straight part
We know that "Get cold feet/having no bottle" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case get cold feet/having no bottle = lose one’s nerve.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.