Snag: first horse is missing and must be scratched (4)
I believe the answer is:
itch
'must be scratched' is the definition.
I can't judge whether this defines the answer.
'snag first horse is missing' is the wordplay.
'snag' becomes 'hitch' (synonyms).
'first horse' becomes 'h' (1st letter of 'horse').
'is missing' suggests deleting specific letters.
'hitch' with 'h' taken out is 'ITCH'.
'and' acts as a link.
Can you help me to learn more?
(Other definitions for itch that I've seen before include "Tickling sensation of skin" , "Yen" , "It needs to be scratched" , "A strong restless desire" , "minor irritant" .)