Gave first performance without leader back in London. (4)
I believe the answer is:
tube
'gave first performance without' is the definition.
I can't tell whether this defines the answer.
'leader back in london' is the wordplay.
'leader' indicates taking the first letters.
'in' is an insertion indicator.
'london' becomes 'tue' (I can't explain this - if you can you should believe this answer much more).
The first letter of 'back' is 'b'.
'b' inserted into 'tue' is 'TUBE'.
Can you help me to learn more?
(Other definitions for tube that I've seen before include "train network" , "TV" , "Hollow body for the underground" , "Valve" , "Pipe (with trains?)" .)