Kind of yarn in the reply after exchange of a couple of letters (5-3)
I believe the answer is:
three-ply
'kind of yarn' is the definition.
(as in three-ply yarn)
'the reply after exchange of a couple of letters' is the wordplay.
'the reply' anagrams to 'THREE-PLY'.
But, I am not clear how the anagram is indicated.
'in' acts as a link.
Can you help me to learn more?
(Other definitions for three-ply that I've seen before include "Measure of thickness (of wood or wool)" , "Type of wood or wool" , "Having a triple layer" .)