Heat-retaining articles worn by soldier left behind (7)
I believe the answer is:
thermal
'heat-retaining' is the definition.
(relating to heat)
'articles worn by soldier left behind' is the wordplay.
'articles' becomes 'the a' (definite article 'the', indefinite article 'a').
'worn by' means one lot of letters goes inside another (outside letters are worn by those on the inside).
'soldier' becomes 'RM' (Royal Marine).
'left behind' becomes 'l' (I can't justify this - if you can you should give a lot more credence to this answer).
'thea' placed around 'rm' is 'therma'.
'therma'+'l'='THERMAL'
(Other definitions for thermal that I've seen before include "Warming" , "Caloric" , "Warm or hot - underwear?" , "Relating to heat" , "Related to heat" .)