Run away from insect, say (4)
I believe the answer is:
flee
'run away from' is the definition.
(thesaurus)
'insect say' is the wordplay.
'insect' becomes 'flea' (flea is a kind of insect).
'say' shows a homophone (sound like).
'flea' is a homophone of 'FLEE'.
(Other definitions for flee that I've seen before include "retreat" , "Maybe escape" , "rush" , "head for the hills" , "Run (from danger)" .)