Spy crosses river, initially heading for animal shelter? (9)
I believe the answer is:
mousehole
'animal shelter?' is the definition.
(shelter used by a mouse)
'spy crosses river initially heading' is the wordplay.
I cannot quite see how this works, but
'spy' could be 'm' ('M' is James Bond's boss) and 'm' is present in the answer.
'river' could be 'ouse' (Yorkshire river) and 'ouse' is located in the answer.
The remaining letters 'hole' is a valid word which might be clued in a way I don't see.
This explanation may well be incorrect...
'for' acts as a link.
(Other definitions for mousehole that I've seen before include "Little creature's home" , "in Cornwall" , "Murine retreat" , "Opening made by rodent" .)