Alliance broken, leaving one cold initially (4)
I believe the answer is:
bloc
'alliance' is the definition.
(I know that bloc is a type of alliance)
'broken leaving one cold initially' is the wordplay.
'initially' says to take the initial letters.
The initial letters of 'broken leaving one cold' is 'BLOC'.
(Other definitions for bloc that I've seen before include "Group of allied nations" , "-- Forsyth, entertainer" , "Group acting together" , "Association of countries" , "Allied country group" .)