Set out from Scottish island, gillie initially heading for England (7)
I believe the answer is:
arrange
'set out' is the definition.
'scottish island gillie initially heading for england' is the wordplay.
'scottish island' becomes 'arran' (I've seen this before**).
'initially' suggests taking the first letters.
'heading for' says to take the initial letters.
The initial letter of 'gillie' is 'g'.
The initial letter of 'england' is 'e'.
'arran'+'g'+'e'='ARRANGE'
'from' acts as a link.
(Other definitions for arrange that I've seen before include "position" , "Put in order - organise" , "Plan, organize" , "Order, plan or design" , "Put in systematic order" .)