Menace that involves Royal Engineers (6)
I believe the answer is:
threat
'menace' is the definition.
(I know that menace can be written as threat)
'that involves royal engineers' is the wordplay.
'involves' means one lot of letters goes inside another.
'royal engineers' becomes 'RE' (abbreviation).
'that' going around 're' is 'THREAT'.
(Other definitions for threat that I've seen before include "Statement of harmful intent" , "Statement of intention to harm" , "Impending danger" , "The rat became a menace" , "Menace of impending evil" .)