Chill wind has Daisy sheltering in the city (8)
I believe the answer is:
easterly
'sheltering in the city' is the definition.
I can't judge whether this definition defines the answer.
'chill wind has daisy' is the wordplay.
'chill wind' becomes 'ely' (I can't explain this - if you can you should give a lot more credence to this answer).
'has' indicates putting letters inside.
'daisy' becomes 'aster' (I've seen this before).
'ely' placed around 'aster' is 'EASTERLY'.
Can you help me to learn more?
(Other definitions for easterly that I've seen before include "bitter blow for the UK" , "large blow" , "Wind to westward" , "The sort of wind that brings cold air to this country" , "Invariably cold wind" .)