Tea with nightcap gives shocking wind (7)
I believe the answer is:
typhoon
'shocking wind' is the definition.
'tea with nightcap' is the wordplay.
'tea' becomes 'typhoo' (brand of tea).
'with' is a charade indicator (letters next to each other).
'nightcap' becomes 'n' (the cap or first letter of 'night').
'typhoo'+'n'='TYPHOON'
'gives' acts as a link.
(Other definitions for typhoon that I've seen before include "severe blow" , "Pacific hurricane" , "Indian Ocean cyclone" , "Violent storm - WWII aircraft" , "Indian Ocean tropical storm" .)