Warm in the sun, perhaps, at Gateshead (4)
I believe the answer is:
snug
'warm' is the definition.
(thesaurus)
'sun perhaps at gateshead' is the wordplay.
'perhaps' indicates anagramming the letters.
'at' says to put letters next to each other.
'gateshead' becomes 'g' (head letter of 'gates').
'sun' anagrammed gives 'snu'.
'snu'+'g'='SNUG'
'in the' is the link.
(Other definitions for snug that I've seen before include "Close fitting but comfortable" , "Warm and cosy" , "Compact" , "Comfortable with guns" , "Cosy room" .)