Pelt not at home in shelter (7)
I believe the answer is:
hideout
'shelter' is the definition.
(thesaurus)
'pelt not at home' is the wordplay.
'pelt' becomes 'hide' (synonyms).
'not at home' becomes 'out' (out can mean away from home).
'hide'+'out'='HIDEOUT'
'in' is the link.
(Other definitions for hideout that I've seen before include "retreat" , "den" , "sanctuary" , "Place to lie low" .)