Possible Clues:

• Do eschew established religion
• In front of church, take off woollen coat
• Van Morrison's '74 album "Veedon ___"
• It was 'white as snow'
• Abandon the church? That feels a bit sheepish!
• Warm clothing to take for a ride
• Feel badly before Clare makes something like 8-across
• Cote coat
• At first run away with the wool
• Start to run away and get a clip for it