Wind alert? Yes, unfortunately (8)
I believe the answer is:
easterly
'wind' is the definition.
(easterly is a kind of wind)
'alert? yes unfortunately' is the wordplay.
'unfortunately' indicates anagramming the letters.
'alert'+'yes'='alertyes'
'alertyes' with letters rearranged gives 'EASTERLY'.
(Other definitions for easterly that I've seen before include "Of wind, blowing from direction of rising sun" , "The sort of wind that brings cold air to this country" , "bitter blow for the UK" , "Invariably cold wind" , "large blow" .)