Wearing headphones, I stick around for late-starting Sky feature (5,5)
I believe the answer is:
canis major
'late-starting sky feature' is the definition.
I can't tell whether this defines the answer.
'wearing headphones i stick around' is the wordplay.
'wearing' means one lot of letters goes inside another.
'headphones' becomes 'cans' (I've seen this before).
'stick around' becomes 'major' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'cans' enclosing 'i' is 'canis'.
'canis'+'major'='CANIS MAJOR'
'for' is the link.
Can you help me to learn more?
(Another definition for canis major that I've seen is " group of stars".)