Hot wind causes shock (4)
I believe the answer is:
hair
'shock' is the definition.
(shock can mean a mass of hair)
'hot wind' is the wordplay.
'hot' becomes 'h' (abbreviation eg on taps).
'wind' becomes 'air' (air is a kind of wind).
'h'+'air'='HAIR'
'causes' is the link.
(Other definitions for hair that I've seen before include "Filament growing from the skin" , "Outgrowth from the skin" , "One's crowning glory?" , "Whisker" , "Threadlike strands growing from the skin" .)