Broadcast follows Labour leader in retreat (4)
I believe the answer is:
lair
'retreat' is the definition.
(both can mean a private hideout)
'broadcast follows labour leader' is the wordplay.
'broadcast' becomes 'air' (to air on TV).
'follows' says to put letters next to each other.
'labour leader' becomes 'l' (the leading letter of 'labour').
'air' put after 'l' is 'LAIR'.
'in' is the link.
(Other definitions for lair that I've seen before include "Waylay" , "Flashy man" , "Wild animals' habitation" , "Hiding place, den" , "Home of a beast" .)