One copper with external protection, heading off to get transport (10)
I believe the answer is:
helicopter
'transport' is the definition.
(helicopter is a kind of transport)
'one copper with external protection heading off' is the wordplay.
'one copper with' becomes 'icop' (I am not sure about this - if you are sure you should believe this answer much more).
'external' means one lot of letters goes inside another (I've seen this in other clues).
'protection' becomes 'shelter' (shelter is a kind of protection).
'heading off' means to remove the first letter.
'shelter' with its initial letter removed is 'helter'.
'icop' put into 'helter' is 'HELICOPTER'.
'to get' acts as a link.
(Other definitions for helicopter that I've seen before include "Triple echo (anag) - form of air transport" , "Flier" , "Chopper" , "Rotary-winged craft" , "aircraft" .)