Proceeded casually — risked losing the lead (6)
I believe the answer is:
ambled
'proceeded casually' is the definition.
(to amble is to walk slowly)
'risked losing the lead' is the wordplay.
'risked' becomes 'gambled' ('gamble' can be a synonym of 'risk').
'losing the lead' means to remove the first letter (the letter which leads the word is removed).
'gambled' with its initial letter removed is 'AMBLED'.
(Other definitions for ambled that I've seen before include "Sauntered" , "'Walked leisurely, moseyed (6)'" , "Walked casually" , "Walked lazily along - so blamed" , "Walked slowly - blamed for it" .)