Sail east, following leading group (4)
I believe the answer is:
vane
'sail' is the definition.
(sail of a windmill)
'east following leading group' is the wordplay.
'east' becomes 'e' ('E' can be a synonym of 'east').
'following' is a charade indicator (letters next to each other).
'leading group' becomes 'van' (I've seen this before**).
'e' put after 'van' is 'VANE'.
(Other definitions for vane that I've seen before include "Blade of windmill" , "Turbine blade" , "Weather blade" , "Wind pointer" , "Fin attached to the tail of an arrow" .)