Rock band training to run away secretly (5)
I believe the answer is:
elope
'run away secretly' is the definition.
(synonyms)
'rock band training' is the wordplay.
'rock band' becomes 'elo' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'training' becomes 'PE' (Physical Education).
'elo'+'pe'='ELOPE'
'to' is the link.
Can you help me to learn more?
(Other definitions for elope that I've seen before include "leave with lover" , "Bolt" , "escape" , "Run away with one's beloved" , "(Lovers) run away" .)