Alert, for a woman performing tango in lead roles (2,3,4)

'alert for a woman' is the definition.
I don't know anything about this answer so I cannot tell whether it can be defined by this definition.

'performing tango in lead roles' is the wordplay.
'performing' becomes 'on' (as in being on stage).
'tango' becomes 'T' (phonetic alphabet: alpha, bravo, charlie etc.).
'in' means one lot of letters goes inside another.
'lead roles' becomes 'heroes' (I can't justify this - if you can you should believe this answer much more).
't' going within 'heroes' is 'hertoes'.
'on'+'hertoes'='ON HER TOES'

Can you help me to learn more?