Fatheaded blunder in bad weather! (3)

I believe the answer is:

fog

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'weather' is the definition.
(fog is a kind of weather)

I don't understand how the rest of the clue works.

(Other definitions for fog that I've seen before include "Bafflement" , "Pea-souper" , "Heavy mist" , "Confusion" , "Bank restricting visibility" .)

I've seen this clue in the Evening Standard.

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