Mistress of violent nature so cold initially (9)
I believe the answer is:
courtesan
'mistress' is the definition.
(courtesan is a kind of mistress)
'violent nature so cold initially' is the wordplay.
'violent' is an anagram indicator.
'cold' becomes 'c' (eg on taps**).
'initially' is a charade indicator (letters next to each other).
'nature'+'so'='natureso'
'natureso' anagrammed gives 'ourtesan'.
'ourtesan' after 'c' is 'COURTESAN'.
'of' is the link.
(Other definitions for courtesan that I've seen before include "Kept woman" , "Prostitute - mistress of high-ranking man" , "Fanny Hill, perhaps" , "loose woman" , "lover" .)