Note the train is moving out and hang on to (6)
I believe the answer is:
retain
'hang on to' is the definition.
(thesaurus)
'note the train is moving out' is the wordplay.
'note' becomes 'e' (musical note).
'is moving' indicates an anagram.
'out' means one lot of letters goes inside another.
'train' with letters rearranged gives 'rtain'.
'e' placed within 'rtain' is 'RETAIN'.
'and' acts as a link.
(Other definitions for retain that I've seen before include "Keep, hold on to something" , "Keep possession of" , "Hold onto" , "Keep in place" , "Not relinquish" .)