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' means one lot of letters go next to another.
'goes off' indicates anagramming the letters.
'a warning' becomes 'fore' (used to warn of airborne balls on a golf course).
'three' is an anagram of '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" .)