Leave in rush, holding record (6)
I believe the answer is:
depart
'leave' is the definition.
(departing is a kind of leaving)
'rush holding record' is the wordplay.
'rush' becomes 'dart' (both can mean to move quickly).
'holding' means one lot of letters goes inside another.
'record' becomes 'EP' (abbreviation for extended play record).
'dart' going around 'ep' is 'DEPART'.
'in' is the link.
(Other definitions for depart that I've seen before include "Retire from" , "Petard (anag.)" , "Make an exit" , "make tracks" , "Leave, vanish" .)