Strongbox made of South African iron (4)
I believe the answer is:
safe
'strongbox' is the definition.
(safe is a kind of strongbox)
'south african iron' is the wordplay.
'south african' becomes 'SA' (abbreviation).
'iron' becomes 'Fe' (Fe is the chemical symbol for iron).
'sa'+'fe'='SAFE'
'made of' acts as a link.
(Other definitions for safe that I've seen before include "Secure - place to keep cash" , "Peter" , "Secure and free from danger" , "Locked store for money etc" , "Secure and protected" .)