Main artery forming part of that road heading west (5)
I believe the answer is:
aorta
'main artery' is the definition.
(largest artery)
'part of that road heading west' is the wordplay.
'part of' indicates the answer is hidden within the clue.
'heading west' shows that the letters should be reversed in order.
'atroa' can be found hidden inside 'that road'.
'atroa' written backwards gives 'AORTA'.
'forming' acts as a link.
(Other definitions for aorta that I've seen before include "Principal artery" , "Major artery at left of heart" , "Tube" , "Main arterial vessel, carrying blood to the heart" , "Large blood-vessel" .)