Shout encouragement, leading one nil for so long (7)
I believe the answer is:
cheerio
'so long' is the definition.
('cheerio' can be a synonym of 'so long')
'shout encouragement leading one nil' is the wordplay.
'shout encouragement' becomes 'cheer' (I've seen this before).
'leading' means one lot of letters go next to another.
'one' becomes 'i' (Roman numeral).
'nil' becomes 'o'.
'cheer'+'i'+'o'='CHEERIO'
'for' acts as a link.
(Other definitions for cheerio that I've seen before include "See you" , "Say this before drinking" , "Informal goodbye, sounds blithe" , "for so long!" , "A final word" .)