Heads from road over Arran northward into bay (4)
I believe the answer is:
roan
'bay' is the definition.
(thesaurus)
'heads from road over arran northward' is the wordplay.
I cannot really see how this works, but
'over' could be 'o' (cricket abbreviation) and 'o' is located in the answer.
The remaining letters 'ran' is a valid word which might be clued in a way I don't understand.
This may be the basis of clue (or it may be nonsense).
'into' is the link.
Can you help me to learn more?
(Other definitions for roan that I've seen before include "nag" , "Of horse, with coat sprinkled with white or grey hairs" , "Horse with reddish-brown coat" , "Type of 17's coat colouring" , "Horse - leather" .)