One European put in prison in time of great cold (3,3)
I believe the answer is:
ice age
'time of great cold' is the definition.
'one european put in prison' is the wordplay.
'one' becomes 'i' (Roman numeral).
'european' becomes 'e' (abbreviation e.g. EU).
'put in' is an insertion indicator.
'prison' becomes 'cage' (I've seen this before).
'e' inserted within 'cage' is 'ceage'.
'i'+'ceage'='ICE AGE'
'in' acts as a link.
(Other definitions for ice age that I've seen before include "Cold period for Earth" , "extreme climate" , "Period of extreme cold" , "Glacial era" , "Pleistocene era" .)