Ed’s escaped from evil, incendiary band! (4)
I believe the answer is:
wick
'incendiary band' is the definition.
(band of material set alight on a candle)
'ed's escaped from evil' is the wordplay.
'escaped from' is a deletion indicator.
'evil' becomes 'wicked' (synonyms).
'wicked' with 'ed' taken out is 'WICK'.
(Other definitions for wick that I've seen before include "Cord conveying liquid by capillary action" , "Fishing harbour in northeast Scotland" , "Candle's thread" , "Beginners" , "The burning cord of candle" .)