Dull sound that's heard under duress at first (4)
I believe the answer is:
thud
'dull sound' is the definition.
(I've seen this before)
'that's heard under duress at first' is the wordplay.
'at first' says to take the initial letters.
The first letters of 'thats heard under duress' is 'THUD'.
(Other definitions for thud that I've seen before include "Dull heavy impact" , "Sound made by impact of heavy objects" , "Dull, heavy sound" , "Sound of heavy blow" , "Dull heavy noise" .)