At no time was nerve lost (5)
I believe the answer is:
never
'at no time' is the definition.
(synonyms)
'nerve lost' is the wordplay.
'lost' is an anagram indicator.
'nerve' is an anagram of 'NEVER'.
'was' is the link.
(Other definitions for never that I've seen before include "Not ever" , "'It's now or - - ' (14 song)" , "Certainly not!" , "Emphatic negative" , "No way" .)