Report made by knight in case (4)
I believe the answer is:
bang
'report' is the definition.
(thesaurus)
'knight in case' is the wordplay.
'knight' becomes 'n' (chess).
'in' indicates putting letters inside.
'case' becomes 'bag' (bag is a kind of case**).
'n' placed into 'bag' is 'BANG'.
'made by' is the link.
(Other definitions for bang that I've seen before include "Sudden loud noise like an explosion" , "Sudden noise; fringe" , "Sudden sharp noise" , "hit" , "Gun sound" .)