Enthralled by artillery exercises (4)
I believe the answer is:
rapt
'enthralled' is the definition.
(thesaurus)
'by artillery exercises' is the wordplay.
'by' means one lot of letters go next to another.
'artillery' becomes 'ra' (Royal Artillery).
'exercises' becomes 'pt' (**).
'ra' next to 'pt' is 'RAPT'.
(Other definitions for rapt that I've seen before include "riveted" , "Absorbed and enchanted" , "Engrossed, spellbound" , "Fully absorbed" , "Part being transported" .)