Where a Yorkshireman needs his umbrella when under way? (2,5)

I believe the answer is:

in train

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'under way?' is the definition.
(I've seen this before)

I don't understand the remainder of the clue.

(Other definitions for in train that I've seen before include "using public transport" , "Being dealt with (going by rail!)" , "making progress" , "... properly directed" , "Being on board" .)

I've seen this clue in The Telegraph.

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