Run out of escudos (4)
I believe the answer is:
scud
'run' is the definition.
(thesaurus)
'out of escudos' is the wordplay.
'out of' indicates the answer is hidden within the clue.
'SCUD' is hidden within 'escudos'.
(Other definitions for scud that I've seen before include "Russian ballistic missile" , "Missile - move swiftly and smoothly" , "Sail swiftly before the wind - missile" , "Stark in Banff" , "Gust of wind" .)