Roll up in coat, and leave at the outset (4)
I believe the answer is:
furl
'roll up' is the definition.
('furl' can be a synonym of 'roll up')
'coat and leave at the outset' is the wordplay.
'coat' becomes 'fur' (fur is a kind of coat).
'and' means one lot of letters go next to another.
'at the outset' indicates taking the first letters.
The initial letter of 'leave' is 'l'.
'fur'+'l'='FURL'
'in' is the link.
(Other definitions for furl that I've seen before include "Roll up, a flag say" , "Roll up neatly" .)