Moggy crossing road gives warning (6)
I believe the answer is:
caveat
'warning' is the definition.
(caveat is a kind of warning)
'moggy crossing road' is the wordplay.
'moggy' becomes 'cat' (I've seen this before).
'crossing' is an insertion indicator.
'road' becomes 'ave' (abbreviation for avenue).
'cat' placed around 'ave' is 'CAVEAT'.
'gives' acts as a link.
(Other definitions for caveat that I've seen before include "A notice or warning" , "A caution, proviso" , "Reservation" , "Cautionary warning" , "Legal caution" .)