Grey sheep in a Hindu retreat (6)
I believe the answer is:
ashram
'a hindu retreat' is the definition.
(type of South Asian religious retreat)
'grey sheep' is the wordplay.
'grey' becomes 'ash' (ash is a shade of grey).
'sheep' becomes 'ram' (male sheep).
'ash'+'ram'='ASHRAM'
'in' acts as a link.
(Other definitions for ashram that I've seen before include "Indian hermitage" , "Hindu place of religious learning located in a marsh" , "Guru's community" , "Hindu religious retreat" , "spiritual centre?" .)