Cold listener dressing in coat, say? (8)
I believe the answer is:
rainwear
'coat say?' is the definition.
(as in a raincoat)
'cold listener dressing in' is the wordplay.
'cold' becomes 'raw' (similar in meaning).
'listener' becomes 'ear' (body part which hears or listens).
'dressing' means one lot of letters goes inside another (inserted letters are dressed or clad in others).
'raw'+'ear'='rawear'
'rawear' enclosing 'in' is 'RAINWEAR'.
(Other definitions for rainwear that I've seen before include "Gear for wet weather" , "Coats" , "Waterproof clothing" , "This should keep him dry" , "Waterproof clothes" .)