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' is a charade indicator (letters next to each other).
'goes off' indicates an anagram.
'a warning' becomes 'fore' (I've seen this before).
'three' anagrammed 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" .)