Small diagram has three headings in it (5)
I believe the answer is:
inset
'small diagram' is the definition.
'three headings in it' is the wordplay.
'three headings in' becomes 'inse' (I can't explain this - if you can you should believe this answer much more).
'it' becomes 't' (abbreviation. e.g. in 'tis).
'inse'+'t'='INSET'
'has' is the link.
(Other definitions for inset that I've seen before include "Piece sewn into a garment" , "Extra page or piece added to enlarge" , "Gore" , "Intimidated" , "Piece let into a garment" .)