The most common and most likely answer to this crossword clue is the 3 letter word LEE
I've seen this crossword clue in The Times
L
E
E
More clues leading to the result LEE
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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 = lee.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 LEE mean?
LEE noun- A protected cove or harbor, out of the wind.
- The side of the ship away from the wind.
- A sheltered place, especially a place protected from the wind by some object; the side sheltered from the wind (see also leeside); shelter; protection.
- Facing away from the flow of a fluid, usually air.
- Lees; dregs.