Deer has courage, they say (4)
I believe the answer is:
hart
'deer' is the definition.
(hart is a kind of deer)
'courage they say' is the wordplay.
'courage' becomes 'heart' (heart is a kind of courage).
'they say' shows a homophone (sound like).
'heart' sounds like 'HART'.
'has' is the link.
(Other definitions for hart that I've seen before include "providing material for Richard Rodgers?" , "Richard Rodgers and Lorenz . . . . were famous musical partnership" , "Mature male deer" , "Ruminative type" , "Stag" .)