Naked co-host returning to red-light district (4)
I believe the answer is:
soho
'red-light district' is the definition.
'soho' can be an answer for 'district' (I have seen 'District of London ' mean 'soho' so perhaps 'district' could also mean 'soho'). I also know that 'red-light' relates to this answer.
'naked co-host returning' is the wordplay.
'naked' indicates the answer is hidden within the clue (with the letters around the hidden word taken off).
'returning' says the letters should be written in reverse.
'ohos' is hidden in the letters of 'co host'.
'ohos' in reverse letter order is 'SOHO'.
'to' is the link.
(Other definitions for soho that I've seen before include "London square" , "(Formerly) disreputable area of London" , "W London area" , "Central London entertainment district" , "Parts of London and New York City with the same name" .)