Religious teacher is set up in four ugly situations (4)
I believe the answer is:
guru
'religious teacher' is the definition.
(I've seen this before)
'set up in four ugly situations' is the wordplay.
'set up' is a reversal indicator (in a down clue, letters go up).
'in' indicates a hidden word.
'urug' is hidden within 'four ugly situations'.
'urug' reversed gives 'GURU'.
'is' acts as a link.
(Other definitions for guru that I've seen before include "Revered mentor" , "Authoritative source" , "Swami" , "Influential expert" , "Recognised expert in some field" .)