Relay set off in wind (8)
I believe the answer is:
easterly
'wind' is the definition.
(easterly is a kind of wind)
'relay set off' is the wordplay.
'off' indicates anagramming the letters.
'relay'+'set'='relayset'
'relayset' with letters rearranged gives 'EASTERLY'.
'in' is the link.
(Other definitions for easterly that I've seen before include "Wind to westward" , "large blow" , "bitter blow for the UK" , "Invariably cold wind" , "The sort of wind that brings cold air to this country" .)