Centurions set out having been ordered to find partner for lion (7)
I believe the answer is:
unicorn
'partner for lion' is the definition.
(lion and unicorn, symbols of England and Scotland)
'centurions set out having been ordered' is the wordplay.
'out' is a deletion indicator.
'having been ordered' is an anagram indicator.
'centurions' with 'set' taken away is 'cnurion'.
'cnurion' anagrammed gives 'UNICORN'.
'to find' acts as a link.
(Other definitions for unicorn that I've seen before include "Representative of Scotland" , "Mythical animal with one horn" , "that's fabulous" , "Singularly horny creature of fantasy" , "Heraldic beast on the Royal Arms" .)