Retreat from former colony, heading off (3)
I believe the answer is:
den
'retreat' is the definition.
(both can mean a lair or hideout)
'former colony heading off' is the wordplay.
'former colony' becomes 'Aden' (Aden in Yemen was formerly a British colony).
'heading off' means to remove the first letter.
'aden' with its initial letter taken off is 'DEN'.
'from' is the link.
(Other definitions for den that I've seen before include "Animal's home or gent's study" , "Hiding place" , "Animal habitation" , "Gentleman's study or animal's lair" , "Animal's lair or man's study" .)