The answer to the crossword clue "Shelter in a mac, say" with 4 letters is "COTE." A cote is a small shelter or enclosure, often used for animals like pigeons or doves. The clue uses wordplay where "mac, say" suggests a homophone of "coat," which sounds like "cote." The definition "shelter" aligns with the meaning of cote, making it a perfect fit for the clue.