Shout first to last to bring to king encouraging message (3,5)
I believe the answer is:
all clear
'encouraging message' is the definition.
(the all-clear message encourages you it's alright)
'shout first to last to bring to king' is the wordplay.
I cannot really understand how this works, but
'first' could be 'a' (first letter of the alphabet) and 'a' is found in the answer.
'king' could be 'lear' (King Lear) and 'lear' is found within the answer.
This explanation may well be incorrect...
(Other definitions for all clear that I've seen before include "welcome sound" , "Signal to say danger has passed" , "Siren sound after air raid has ceased" , "Message confirming safety" , "reassuring signal" .)