Had to keep headless tzar in bunker? (6)
I believe the answer is:
hazard
'bunker?' is the definition.
(bunker is a kind of hazard)
'had to keep headless tzar' is the wordplay.
'to keep' means one lot of letters goes inside another.
'headless' means to remove the first letter.
'tzar' with its initial letter taken away is 'zar'.
'had' placed around 'zar' is 'HAZARD'.
'in' acts as a link.
(Other definitions for hazard that I've seen before include "Possible source of danger" , "Golf course obstacle" , "Obstacle, source of danger" , "Jeopardy as on golf course" , "Dice game" .)