Shelter king with vegetable (4)
I believe the answer is:
leek
'vegetable' is the definition.
(I know that leek is a type of vegetable)
'shelter king' is the wordplay.
'shelter' becomes 'lee' (as in lee side, the side sheltered from wind).
'king' becomes 'k' (chess abbreviation).
'lee'+'k'='LEEK'
'with' is the link.
(Other definitions for leek that I've seen before include "Vegetable symbol of Wales" , "Eat the vegetable and keel over" , "Vegetable - Welsh emblem" , "Welsh national symbol" , "National emblem of Wales." .)