In Egypt Horus is thunder god (4)
I believe the answer is:
thor
'thunder god' is the definition.
(I've seen this in another clue)
'in egypt horus is' is the wordplay.
'in' indicates a hidden word.
'THOR' can be found hidden inside 'egypt horus is'.
(Other definitions for thor that I've seen before include "Thunderous god" , "One of the Norse gods" , "Germanic thunder god; early US IRBM" , "Mythical figure" , "Norse hammer-wielding god" .)