In the street, shelter from the rain and snow (5)
I believe the answer is:
sleet
'the rain and snow' is the definition.
(I've seen this before)
'in the street shelter' is the wordplay.
'in the' means one lot of letters goes inside another.
'street' becomes 'st' (abbreviation).
'shelter' becomes 'lee' (as in lee side, the side sheltered from wind).
'st' enclosing 'lee' is 'SLEET'.
'from' acts as a link.
(Other definitions for sleet that I've seen before include "Partly melted falling 16 across or 18 down" , "Partially frozen rain" , "Precipitate evolution" , "In foul weather" , "Cold precipitation" .)