Cosy little room where weapons thrown back (4)
I believe the answer is:
snug
'cosy little room' is the definition.
(a snug is a small, comfortable room)
'weapons thrown back' is the wordplay.
'weapons' becomes 'guns' (gun is a kind of weapon).
'thrown back' says the letters should be written in reverse.
'guns' written backwards gives 'SNUG'.
'where' is the link.
(Other definitions for snug that I've seen before include "Compact" , "Comfortable -- small secluded room" , "Comfy and cosy like bug in rug" , "He joined" , "Cosy room" .)