Scottish group just started live set in prison (4)
I believe the answer is:
clan
'scottish group' is the definition.
(family or group of families in Scotland)
'just started live set in prison' is the wordplay.
'just started' says to take the initial letters (I've seen 'just starting' mean this).
'set in' is an insertion indicator.
'prison' becomes 'can' (the can is American slang for prison).
The initial letter of 'live' is 'l'.
'l' inserted inside 'can' is 'CLAN'.
(Other definitions for clan that I've seen before include "Tribe or collection of families under a cheiftain" , "Group with common ancestor, like the Campbells" , "Macdonald, perhaps" , "Tribal family" , "Group of families with common ancestor" .)