The most common and most likely answer to this crossword clue is the 6 letter word ROOFED
I've seen this crossword clue in The Guardian
R
O
O
F
E
D
Buddy explains!

The straight part
We know that "under cover" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case under cover = roofed.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 ROOFED mean?
ROOFED verb- To cover or furnish with a roof.
- To traverse buildings by walking or climbing across their roofs.
- To put into prison, to bird.
- To shelter as if under a roof.
- Having a roof.