The natural place to shelter (4)
I believe the answer is:
cave
'shelter' is the definition.
(thesaurus)
I can't explain the remainder of the clue.
Can you help me to learn more?
(Other definitions for cave that I've seen before include "Aladdin, Fingal, had one" , "Underground enclosure with surface access" , "part of rocky coastline?" , "Hollow in a rock" , "Hollow in a cliff or underground" .)