Grim at all times in southeast (6)
I believe the answer is:
severe
'grim' is the definition.
(thesaurus)
'at all times in southeast' is the wordplay.
'at all times' becomes 'ever' (synonyms).
'in' indicates putting letters inside.
'southeast' becomes 'se' (synonyms).
'ever' placed into 'se' is 'SEVERE'.
(Other definitions for severe that I've seen before include "Extreme and difficult to endure" , "Harsh and stern" , "Extremely difficult to endure" , "Hard to endure" , "Strict, hard" .)