So at three goes off: a warning (9)
I believe the answer is:
therefore
'so' is the definition.
(I've seen this before)
'at three goes off a warning' is the wordplay.
'at' says to put letters next to each other.
'goes off' is an anagram indicator.
'a warning' becomes 'fore' (shouted in golf).
'three' with letters rearranged gives 'there'.
'there' next to 'fore' is 'THEREFORE'.
(Other definitions for therefore that I've seen before include "as result" , "In consequence" , "has a triangular formation in maths?" , "Ergo" , "Consequently - for that reason" .)