Steel affected by cold weather (5)
I believe the answer is:
sleet
'cold weather' is the definition.
'sleet' can be an answer for 'weather' (sleet is a kind of weather). I am not sure about the 'cold' bit.
'steel affected' is the wordplay.
'affected' indicates anagramming the letters.
'steel' anagrammed gives 'SLEET'.
'by' is the link.
Can you help me to learn more?
(Other definitions for sleet that I've seen before include "Partly frozen rain" , "Precipitate evolution" , "Rain mixed with snow or hail" , "Partly melted falling snow or hail" , "Freezing rain" .)