Ἐν αὐτῇ γὰρ καταφεύγοντες

In such expressions¹ the construction is referred to the main sentence: for "the shelter" is [implicit]. So add, if you like, masculine, feminine, neuter -- you want to go back to this [word]. Similar to this also [is] the instance, "[they] having acquired the cross as a staff of power".² So you ought to say in it, "to the Cross".³