Hot place out of the shade (5)
I believe the answer is:
hades
'hot place' is the definition.
'hades' can be an answer for 'place' (I have seen 'gloomy place' mean 'hades' so perhaps 'place' could also mean 'hades'). I'm not sure about the 'hot' bit.
'out of the shade' is the wordplay.
'out of' indicates anagramming the letters.
'shade' with letters rearranged gives 'HADES'.
Can you help me to learn more?
(Other definitions for hades that I've seen before include "Pluto" , "It's hell in the Greek shade" , "Infernal situation" , "Mythological abode of the dead" , "gloomy place" .)