Prisoner held in winter, needlessly (8)
I believe the answer is:
internee
'prisoner' is the definition.
(internee is a kind of prisoner)
'held in winter needlessly' is the wordplay.
'held in' says the answer is hidden in the clue.
'INTERNEE' can be found hidden inside 'winter needlessly'.
(Other definitions for internee that I've seen before include "suspected terrorist" , "One imprisoned during wartime" , "Suspect held" , "Prisoner of war living in armed camp or prison" , "Alien confined in war" .)