Filthy cold caught in this country, also caught by many on vacation (5)
I believe the answer is:
mucky
'filthy' is the definition.
(I've seen this before)
'cold caught in this country also caught by many on vacation' is the wordplay.
'cold' becomes 'c' (eg on taps).
'caught in' is an insertion indicator.
'this country also' becomes 'uk' (I can't justify this - if you can you should give a lot more credence to this answer).
'caught by' is an insertion indicator.
'on vacation' suggests removing the centre.
'many' with its centre removed is 'my'.
'c' going within 'uk' is 'uck'.
'uck' inserted into 'my' is 'MUCKY'.
Can you help me to learn more?
(Other definitions for mucky that I've seen before include "Really dirty, filthy" , "Covered in dirt" .)