They keep arms under cover (7)

I believe the answer is:

sleeves

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'they' is the definition.
Both the answer and definition are plural nouns.
Maybe you can see an association between them that I can't see?

'keep arms under cover' is the wordplay.
'keep arms' becomes 's' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'under' is a charade indicator (letters next to each other).
'cover' becomes 'sleeve'.
's' put after 'sleeve' is 'SLEEVES'.

Can you help me to learn more?

(Another definition for sleeves that I've seen is " Arm coverings".)

I've seen this clue in The Globe and Mail.

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