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 judge whether this definition defines the answer.
'wearing headphones i stick around' is the wordplay.
'wearing' is an insertion indicator.
'headphones' becomes 'cans' (I've seen this before).
'stick around' becomes 'major' (I can't justify this - if you can you should give a lot more credence to this answer).
'cans' going around '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".)