Report made by knight during case (4)
I believe the answer is:
bang
'report' is the definition.
(I've seen this before)
'knight during case' is the wordplay.
'knight' becomes 'N' (chess abbreviation).
'during' indicates putting letters inside.
'case' becomes 'bag' (bag is a kind of case).
'n' going into 'bag' is 'BANG'.
'made by' acts as a link.
(Other definitions for bang that I've seen before include "Explosion; hair fringe" , "Sudden loud noise like an explosion" , "Slam" , "Fringe - report" , "Sudden impact" .)