Bother with a horse, say, otherwise go back (5)
I believe the answer is:
aggro
'bother' is the definition.
(short for aggression)
'a horse say otherwise go back' is the wordplay.
'horse say' becomes 'gg' (I've seen this in other clues).
'otherwise' becomes 'or'.
'go back' is a reversal indicator.
'or' backwards is 'ro'.
'a'+'gg'+'ro'='AGGRO'
'with' acts as a link.
(Other definitions for aggro that I've seen before include "Big trouble" , "Belligerent trouble" , "Violence - problems" , "Violent disturbance" , "Yobbish violence" .)