Primate in cloak, not cold (3)
I believe the answer is:
ape
'primate' is the definition.
(I've seen this before)
'cloak not cold' is the wordplay.
'cloak' becomes 'cape' (cape is a kind of cloak).
'not' is a deletion indicator.
'cold' becomes 'c' (eg on taps).
'cape' with 'c' taken out is 'APE'.
'in' is the link.
(Other definitions for ape that I've seen before include "Imitate, clumsy person (colloq.)" , "Idiot" , "Copy - primate" , "drill" , "Imitate like primate" .)