Lads giving a wild shout at the close of play (6)
I believe the answer is:
youths
'lads' is the definition.
(I've seen this in another clue)
'a wild shout at the close of play' is the wordplay.
'a wild' indicates an anagram.
'at' is a charade indicator (letters next to each other) (I've seen this in other clues).
'the close of play' becomes 'y' (closing letter of the word 'play').
'shout' is an anagram of 'ouths'.
'ouths' after 'y' is 'YOUTHS'.
'giving' acts as a link.
(Other definitions for youths that I've seen before include "Males between childhood and maturity" , "kids" , "Young people" , "juveniles" , "Youngsters" .)