Former PM heading off for a place of seclusion (4)
I believe the answer is:
lair
'a place of seclusion' is the definition.
'former pm heading off' is the wordplay.
'former pm' becomes 'blair' (I've seen this before).
'heading off' means to remove the first letter.
'blair' with its initial letter taken off is 'LAIR'.
'for' is the link.
(Other definitions for lair that I've seen before include "Rail about wild animal's home" , "Supposed large ape, the Bigfoot" , "Wild animal's place of refuge" , "animal refuge" , "Secret base" .)