Engrossed in military exercises? (4)
I believe the answer is:
rapt
'engrossed' is the definition.
(synonyms)
'military exercises?' is the wordplay.
'military' becomes 'ra' (I can't explain this - if you can you should believe this answer much more).
'exercises?' becomes 'PT' (Physical Training).
'ra'+'pt'='RAPT'
'in' acts as a link.
Can you help me to learn more?
(Other definitions for rapt that I've seen before include "Part (anag.)" , "Gripped" , "Absorbed, fascinated" , "Delighted" , "Enthralled, captivated" .)