Crossword Genius

A criminal wearing many clothes heading for arctic air (4,2,1,6)

Ross

I believe the answer is:

away in a manger

I'm a little stuck... Click here to teach me more about this clue!

'clothes heading for arctic air' is the definition.
I don't know anything about this answer so I cannot tell whether it can be defined by this definition.

'a criminal wearing many' is the wordplay.
I cannot really see how this works, but
'a' could be 'an' and 'an' is present in the answer.
'wearing' could be 'in' (in jeans or in a dress) and 'in' is found within the answer.
'many' could be 'm' (Roman numeral for a thousand) and 'm' is located in the answer.
This may be the basis of the clue (or it may be nonsense).

Can you help me to learn more?

(Other definitions for away in a manger that I've seen before include "Familiar tune" , "song?" , "Christmas carol" .)

I've seen this clue in The Sunday Times and The Times.
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