Sneak off with east European, heading west (5)
I believe the answer is:
elope
'sneak off' is the definition.
(I've seen this in another clue)
'with east european heading west' is the wordplay.
'with' means one lot of letters go next to another.
'east' becomes 'e' (abbreviation).
'european' becomes 'pole' (someone from Poland).
'heading west' is a reversal indicator.
'e' next to 'pole' is 'epole'.
'epole' in reverse letter order is 'ELOPE'.
(Other definitions for elope that I've seen before include "(Lovers) run away" , "Do a runner" , "Run away to get married" , "Bolt" , "Run away with one's beloved" .)