Immoral behaviour, very cold stuff (4)
I believe the answer is:
vice
'immoral behaviour' is the definition.
(I've seen this before)
'very cold stuff' is the wordplay.
'very' becomes 'v' (common abbreviation).
'cold stuff' becomes 'ice' (I've seen this before).
'v'+'ice'='VICE'
(Other definitions for vice that I've seen before include "Gripper - in place of - immorality" , "venality?" , "Immorality; clamping device" , "Gripping tool - bad habit" , "As a substitute for; immoral behaviour" .)