Shelter with me in an affray (5)
I believe the answer is:
melee
'an affray' is the definition.
(I've seen this in another clue)
'shelter with me' is the wordplay.
'shelter' becomes 'lee' (as in lee side, the side sheltered from wind).
'with' says to put letters next to each other.
'lee' put after 'me' is 'MELEE'.
'in' is the link.
(Other definitions for melee that I've seen before include "Scrimmage" , "Rumpus" , "Fracas" , "A confused free-for-all" , "Skirmish" .)