Asian caught in that hailstorm (4)
I believe the answer is:
thai
'asian' is the definition.
(from Thailand)
'caught in that hailstorm' is the wordplay.
'caught in' indicates the answer is hidden within the clue.
'THAI' is hidden in the letters of 'that hailstorm'.
(Other definitions for thai that I've seen before include "East Asian" , "Indo-Chinese language" , "Asian tongue" , "An Asian cuisine" , "From Bangkok, for instance" .)