Veg is cold and tough (5)
I believe the answer is:
chard
'veg' is the definition.
(chard is a type of vegetable)
'cold and tough' is the wordplay.
'cold' becomes 'c' (eg on taps).
'and' is a charade indicator (letters next to each other).
'tough' becomes 'hard' ('hard' can be a synonym of 'tough').
'c'+'hard'='CHARD'
'is' is the link.
(Other definitions for chard that I've seen before include "Leaf stalks from a kind of beet" , "Type of beet" , "vegetable crop" , "Variety of beet with edible leaves" , "Variety of beet with edible white leaf stalks" .)