Setter with wind ran large shop (9)
I believe the answer is:
megastore
'large shop' is the definition.
'setter with wind ran' is the wordplay.
'setter' becomes 'me' (the setter of the clue).
'with' says to put letters next to each other.
'wind' becomes 'gas' ('gas' can be a synonym of 'wind'**).
'ran' becomes 'tore' (I've seen this before).
'me'+'gas'+'tore'='MEGASTORE'
(Other definitions for megastore that I've seen before include "large outlet" , "giant in business" , "Very large shop" , "Massive outlet" .)