Rod small? Express disapproval about weather ultimately! (5)
I believe the answer is:
strut
'rod' is the definition.
(I've seen this before)
'small? express disapproval about weather ultimately' is the wordplay.
'small?' becomes 's' (abbreviation - e.g. clothes size).
'express disapproval' becomes 'tut' (I've seen this before).
'about' is an insertion indicator.
'ultimately' says to take the final letters.
The last letter of 'weather' is 'r'.
'tut' enclosing 'r' is 'trut'.
's'+'trut'='STRUT'
(Other definitions for strut that I've seen before include "Walk proudly, swagger" , "Stalk" , "Rigid support" , "Walk with proud and conceited gait" , "Brace - affected gait" .)