It keeps the chill out of the theatre (4)
I believe the answer is:
heat
'it keeps the chill' is the definition.
The definition suggests a singular noun which matches the answer.
'of the theatre' is the wordplay.
'of' says the answer is hidden in the clue.
'HEAT' can be found hidden inside 'theatre'.
'out' acts as a link.
Can you help me to learn more?
(Other definitions for heat that I've seen before include "Preliminary round in a contest" , "Pressure" , "Provide warmth" , "Toast" , "Get agitated" .)