Left in hot train, suffering - one needs lots of exercise! (9)
I believe the answer is:
'suffering one needs lots of exercise' is the definition.
I don't know anything about this answer so I can't judge whether this works.
'left in hot train' is the wordplay.
I cannot really understand how this works, but
'left' could be 'l' (common abbreviation) and 'l' is found in the answer.
an anagram of 'hot' is 'tho' which is located in the remaining letters.
an anagram of 'train' is 'trian' which is located in the left over letters.
This accounts for all the letters.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for triathlon that I've seen before include "Athletics event" , "Sporting contest comprising swimming, cycling and running" , "Athletic contest in three events" , "Three-event athletic contest" , "Swimming/cycling/running event" .)