A warning of coming back again (4)
I believe the answer is:
fore
'a warning' is the definition.
(shouted in golf)
'of coming back again' is the wordplay.
'coming back' says the letters should be written backwards.
'again' becomes 're' (prefix meaning 'again').
'of' written backwards gives 'fo'.
'fo'+'re'='FORE'
(Other definitions for fore that I've seen before include "The front part of a ship" , "Warning cry of golfer" , "Golfer's warning shout" , "Warning cry on a golf course" , "Word of warning to golfers" .)