Changing room is icy, star's shivering (8)
I believe the answer is:
sacristy
'changing room' is the definition.
(church room where a priest dresses)
'icy star's shivering' is the wordplay.
'shivering' indicates an anagram.
'icy'+'stars'='icystars'
'icystars' anagrammed gives 'SACRISTY'.
'is' is the link.
(Other definitions for sacristy that I've seen before include "Room in church for vestments etc." , "Church robing room" , "Where sacred vessels are kept in church" , "Part of church" , "Vestry" .)