Winter weather's feature mixing wind and frost (9)
I believe the answer is:
snowdrift
'winter weather's feature' is the definition.
'mixing wind and frost' is the wordplay.
'mixing' indicates an anagram.
'and' means one lot of letters go next to another.
'wind'+'frost'='windfrost'
'windfrost' anagrammed gives 'SNOWDRIFT'.
(Other definitions for snowdrift that I've seen before include "Winter problem" , "Wintry feature" , "Midwinter may show one" , "Feature of winter weather" , "Weather problems" .)