Shelter King, a favourite of the Welsh (4)
I believe the answer is:
leek
'a favourite of the welsh' is the definition.
I can't tell whether this defines the answer.
'shelter king' is the wordplay.
'shelter' becomes 'lee' (as in lee side, the side sheltered from wind).
'king' becomes 'k' (abbreviation for king in chess).
'lee'+'k'='LEEK'
Can you help me to learn more?
(Other definitions for leek that I've seen before include "Plant (onion relative) eaten as a vegetable" , "Green and white vegetable" , "Onion's relative" , "Bulb" , "Cylindrical vegetable" .)