Overcome feeling of cold, say, in Canadian city (8)
I believe the answer is:
winnipeg
'canadian city' is the definition.
(city in Manitoba, Canada)
'overcome feeling of cold say' is the wordplay.
'overcome' becomes 'win' (I've seen this in another clue).
'feeling of cold' becomes 'nip' (I can't explain this - if you can you should believe this answer much more).
'say' becomes 'eg' (both can mean 'for example').
'win'+'nip'+'eg'='WINNIPEG'
'in' is the link.
Can you help me to learn more?
(Other definitions for winnipeg that I've seen before include "where winters are very harsh" , "somewhere in Canada" , "Capital of Manitoba" , "Large lake in Manitoba" , "Canadian lake" .)