Try anything, initially, to escape storm in valley (5)
I believe the answer is:
gorge
'valley' is the definition.
(I know that gorge is an valley)
'try anything initially to escape storm' is the wordplay.
I cannot quite see how this works, but
'try' could be 'go' (both can mean an attempt) and 'go' is present in the answer.
This explanation may well be incorrect...
'in' acts as a link.
Can you help me to learn more?
(Other definitions for gorge that I've seen before include "Canyon or ravine" , "Steep narrow ravine" , "Swallow greedily" , "Eat gluttonously" , "Ravine; feast" .)