Coloured walls in Sussex town, maybe cold? (3-4)
I believe the answer is:
dry-eyed
'cold?' is the definition.
(dry-eyed could mean cold or unemotional)
'coloured walls in sussex town' is the wordplay.
'coloured' becomes 'dyed' (dyeing is a kind of colouring).
'walls in' means one lot of letters goes inside another (inserted letters are walled in).
'sussex town' becomes 'rye' (town in East Sussex).
'dyed' placed around 'rye' is 'DRY-EYED'.
'maybe' acts as a link.
(Other definitions for dry-eyed that I've seen before include "Not crying" , "Unmoved" , "Without a tear" , "Tearless" .)