Shout and dance, say (4)
I believe the answer is:
bawl
'shout' is the definition.
(thesaurus)
'dance say' is the wordplay.
'dance' becomes 'ball' (ball is a kind of dance).
'say' shows a homophone (sound like).
'ball' sounds like 'BAWL'.
'and' acts as a link.
(Other definitions for bawl that I've seen before include "Shout or cry noisily" , "Shout; sounds like dance" , "yell" , "Weep noisily" , "Cry loudly" .)