The most common and most likely answer to this crossword clue is the 6 letter word SCONCE
I've seen this crossword clue in The Guardian
S
C
O
N
C
E
More clues leading to the result SCONCE
Buddy explains!

The straight part
We know that "Shelter/fine/candlestick" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case shelter/fine/candlestick = sconce.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 SCONCE mean?
SCONCE noun- A fixture for a light.
- A head or a skull.
- A poll tax; a mulct or fine.
- A piece of armor for the head; headpiece; helmet.
- To impose a fine, a forfeit, or a mulct.
- A type of small fort or other fortification, especially as built to defend a pass or ford.
- A hut for protection and shelter; a stall.
- The circular tube, with a brim, in a candlestick, into which the candle is inserted.
- A squinch.
- A fragment of a floe of ice.
- A fixed seat or shelf.
- To shut within a sconce; to imprison.