Say one's in since getting protection (5)
I believe the answer is:
aegis
'protection' is the definition.
(aegis can mean someone's guidance or protection)
'say one's in since' is the wordplay.
'say' becomes 'eg' (both can mean 'for example').
'one' becomes 'I' (Roman numeral).
'in' means one lot of letters goes inside another.
'since' becomes 'as' (I've seen this in other clues).
'eg'+'i'='egi'
'egi' inserted within 'as' is 'AEGIS'.
'getting' acts as a link.
(Other definitions for aegis that I've seen before include "Protection or sponsorship" , "Kindly endorsement and guidance" , "Protection, backing" , "Protection (originally of Zeus)" , "Custody" .)