About to have nothing but caviar (3)
I believe the answer is:
roe
'caviar' is the definition.
(fish eggs)
'about to have nothing' is the wordplay.
'about' becomes 're' (regarding).
'to have' means one lot of letters goes inside another.
'nothing' becomes 'O' (looks like zero - 0).
're' going around 'o' is 'ROE'.
'but' is the link.
(Other definitions for roe that I've seen before include "A mass of fish-eggs" , "shy animal" , "Caviar" , "eg Caviare" , "Food from fish" .)