Four brave guards gad about (9)
I believe the answer is:
gallivant
'gad about' is the definition.
(I've seen this before)
'four brave guards' is the wordplay.
'four' becomes 'IV' (Roman numerals).
'brave' becomes 'gallant' (similar in meaning).
'guards' is an insertion indicator (inserted letters are guarded).
'iv' going inside 'gallant' is 'GALLIVANT'.
(Other definitions for gallivant that I've seen before include "run around" , "Go out seeking amusement" , "Go in search of fun" , "Pleasure-seek" , "jaunt" .)