Terriers know when captured (5)
I believe the answer is:
taken
'captured' is the definition.
(I've seen this in another clue)
'terriers know' is the wordplay.
'terriers' becomes 'ta' (nickname for Territorial Army members).
'know' becomes 'ken' (Scottish term meaning to know).
'ta'+'ken'='TAKEN'
'when' acts as a link.
(Other definitions for taken that I've seen before include "Appropriated" , "Stolen; occupied" , "Kidnapped" , "Captured" , "Seized" .)