What about having turn in shade? (3)
I believe the answer is:
hue
'shade?' is the definition.
(both can mean a colour)
'what about having turn' is the wordplay.
'what' becomes 'eh' (sound used to ask 'what?' or 'pardon?').
'about' is a reversal indicator.
'having' is an insertion indicator.
'turn' becomes 'u' (a 'U-turn' is a kind of turn).
'eh' in reverse letter order is 'he'.
'he' placed around 'u' is 'HUE'.
'in' is the link.
(Other definitions for hue that I've seen before include "Tone, shade" , "red or black, say" , "Shade of colour; Vietnam port" , "Tint, shade" , "Tinge" .)