Soldier cold in road runs (6)
I believe the answer is:
lancer
'soldier' is the definition.
(I know that lancer is a type of Trooper)
'cold in road runs' is the wordplay.
'cold' becomes 'c' (eg on taps).
'in' means one lot of letters goes inside another.
'road' becomes 'lane' (a lane is a narrow road).
'runs' becomes 'r' (abbreviation in cricket).
'c' inserted into 'lane' is 'lance'.
'lance'+'r'='LANCER'
(Other definitions for lancer that I've seen before include "Former cavalryman" , "Cavalry soldier" , "Spearman (as in dance?)" .)