Soldier on exercises hard to endure (9)
I believe the answer is:
persevere
'soldier on' is the definition.
(I've seen this before)
'exercises hard to endure' is the wordplay.
'exercises' becomes 'per' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'hard to endure' becomes 'severe' (I've seen this before).
'per'+'severe'='PERSEVERE'
Can you help me to learn more?
(Other definitions for persevere that I've seen before include "Remain" , "Hang on in there" , "Keep going" , "Carry on regardless" , "give it another try" .)