Regret holding “escape” and “save” (6)
I believe the answer is:
rescue
'save' is the definition.
(rescuing is a kind of saving)
'regret holding escape' is the wordplay.
'regret' becomes 'rue' (to rue something is to regret it).
'holding' indicates putting letters inside.
'escape' becomes 'esc' (Escape key on a keyboard).
'rue' going around 'esc' is 'RESCUE'.
'and' is the link.
(Other definitions for rescue that I've seen before include "Set free from harm and evil" , "Free - recovery" , "gets one out of a tight corner" , "Deliver from danger" , "Extricate" .)