It might provide shelter from cold hail (4)
I believe the answer is:
cave
'it might provide shelter' is the definition.
The definition suggests a singular noun which matches the answer.
'cold hail' is the wordplay.
'cold' becomes 'C' (eg on taps).
'hail' becomes 'ave' (greeting in Latin).
'c'+'ave'='CAVE'
'from' is the link.
Can you help me to learn more?
(Other definitions for cave that I've seen before include "part of rocky coastline?" , "Troglodyte's home" , "Large grotto" , "Aladdin, Fingal, had one" , "Natural underground space" .)