Gloomy in the shade (5)
I believe the answer is:
black
I believe this is a double definition.
'gloomy' is the first definition.
(I've seen this before)
'shade' is the second definition.
(thesaurus)
'in the' acts as a link.
(Other definitions for black that I've seen before include "Opponent of nineteen dn (chess)" , "(Of coffee) without milk" , "Very darkest colour" , "Colour of soot" , "Extremely dark" .)