Tim's lost in cloud (4)
I believe the answer is:
mist
'cloud' is the definition.
(mist is a kind of cloud)
'tim's lost' is the wordplay.
'lost' is an anagram indicator.
'tims' anagrammed gives 'MIST'.
'in' is the link.
(Other definitions for mist that I've seen before include "Watery vapour" , "Cloud; thin fog" , "Mizzle; light rain" , "Think fog or low cloud" , "Haze" .)