Make pro say 'going west' (5)
I believe the answer is:
forge
'make' is the definition.
(forging is a kind of making)
'pro say going west' is the wordplay.
'pro' becomes 'for' (I've seen this before).
'say' becomes 'eg'.
'going west' says the letters should be written backwards.
'eg' in reverse letter order is 'ge'.
'for'+'ge'='FORGE'
(Other definitions for forge that I've seen before include "Blacksmith's workshop" , "Fabricate" , "Create; counterfeit" , "Smith's workshop" , "Smithy; falsify" .)