Shelter knight from vegetable (4)
I believe the answer is:
leek
'vegetable' is the definition.
(leek is a kind of vegetable)
'shelter knight' is the wordplay.
'shelter' becomes 'lee' (I've seen this before).
'knight' becomes 'k'.
'lee'+'k'='LEEK'
'from' is the link.
(Other definitions for leek that I've seen before include "Eat the vegetable and keel over" , "Vegetable - Welsh symbol" , "English town" , "One of the veggies" , "Onion's relative" .)