It blows up in Estonia occasionally (4)
I believe the answer is:
etna
'it blows up' is the definition.
(Etna is a volcano)
'estonia occasionally' is the wordplay.
'occasionally' means one should take alternating letters.
The alternate letters of 'estonia' are 'ETNA'.
'in' acts as a link.
(Other definitions for etna that I've seen before include "Mount . . . . is a volcano in Sicily" , "Threatening mountain" , "Sicilian hothead?" , "Volcano; reverse of stake" , "Neat (anag)" .)