Jazz from southwest, in Gunwalloe initially (5)
I believe the answer is:
swing
'jazz' is the definition.
(I know that swing is a type of fornicate)
'southwest in gunwalloe initially' is the wordplay.
'southwest' becomes 'SW' (synonyms).
'initially' indicates taking the first letters.
The first letter of 'gunwalloe' is 'g'.
'sw'+'in'+'g'='SWING'
'from' acts as a link.
(Other definitions for swing that I've seen before include "Die" , "throw a punch" , "Oscillate - jazz style" , "Move like a pendulum" , "Change opinion" .)