Pay gunmen to challenge arrests (6)
I believe the answer is:
defray
'pay' is the definition.
(I know that defray is a kind of pay)
'gunmen to challenge arrests' is the wordplay.
'gunmen' becomes 'RA' (abbreviation for Royal Artillery).
'to challenge' becomes 'defy' (defying is a kind of challenging).
'arrests' means one lot of letters goes inside another (inserted letters are held or arrested).
'ra' going into 'defy' is 'DEFRAY'.
(Other definitions for defray that I've seen before include "Cover the cost of" , "Provide money for expenses etc" , "Bear the expenses of" , "Meet the costs of" , "Provide funds" .)