Shelter in street from snow and rain (5)
I believe the answer is:
sleet
'snow and rain' is the definition.
(I've seen this before)
'shelter in street' is the wordplay.
'shelter' becomes 'lee' (I've seen this before).
'in' indicates putting letters inside.
'street' becomes 'st'.
'lee' placed inside 'st' is 'SLEET'.
'from' is the link.
(Other definitions for sleet that I've seen before include "Icy rain" , "Partly melted falling 16 across or 18 down" , "Snowy rain" , "Partially frozen rain" , "Mixture of rain and snow" .)