Unhappy about cold fish (4)
I believe the answer is:
scad
'fish' is the definition.
(scad is a kind of fish)
'unhappy about cold' is the wordplay.
'unhappy' becomes 'sad' (associated in meaning).
'about' means one lot of letters goes inside another.
'cold' becomes 'c' (eg on taps).
'sad' enclosing 'c' is 'SCAD'.
(Other definitions for scad that I've seen before include "Jack" , "fish" , "A lot of money for American" .)