Crossword Genius

Chilly but sticky, knight walks out (3)

Ross

I believe the answer is:

icy

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'chilly' is the definition.
(thesaurus)

I can't explain the rest of the clue.

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(Other definitions for icy that I've seen before include "Glacial" , "Distant - freezing" , "frozen over!" , "Frosty and slippy" , "Very chilly" .)

I've seen this clue in The Hindu.
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