Underwear turned up in search for explosive (3,4)
I believe the answer is:
car bomb
'explosive' is the definition.
(I know that car bomb is a type of bomb)
'underwear turned up in search' is the wordplay.
'underwear' becomes 'bra' (bra is a type of undergarment).
'turned up' says the letters should be written backwards.
'in' means one lot of letters goes inside another.
'search' becomes 'comb' (combing is a kind of searching).
'bra' back-to-front is 'arb'.
'arb' going within 'comb' is 'CAR BOMB'.
'for' acts as a link.
(Other definitions for car bomb that I've seen before include "Vehicle packed with explosives and primed" , "Vehicle-based weapon" , "In estate one might be let off" .)