Turn down end of alley, following retreat (4)
I believe the answer is:
deny
'turn down' is the definition.
(I've seen this in another clue)
'end of alley following retreat' is the wordplay.
'end of' says to take the final letters.
'following' says to put letters next to each other.
'retreat' becomes 'den' (both can mean a lair or hideout).
The last letter of 'alley' is 'y'.
'y' after 'den' is 'DENY'.
(Other definitions for deny that I've seen before include "Reject as false" , "Negate" , "Declare non-existent" , "Refuse to admit the truth" , "Declare untrue" .)