School where girls initially dressed in red (5)
I believe the answer is:
rugby
'school' is the definition.
(English private school)
'girls initially dressed in red' is the wordplay.
'initially' says to take the initial letters.
'dressed in' means one lot of letters goes inside another (inserted letters are dressed in others).
'red' becomes 'ruby' (synonyms).
The first letter of 'girls' is 'g'.
'g' put within 'ruby' is 'RUGBY'.
'where' is the link.
(Other definitions for rugby that I've seen before include "Town in Warwickshire" , "Game named after school" , "Ball-game" , "Type of football; school" , "Midlands town" .)