Vault with a shout before the gymnastics (5)
I believe the answer is:
crypt
'vault' is the definition.
(I've seen this before)
'shout before the gymnastics' is the wordplay.
'shout' becomes 'cry' (synonyms).
'before' is a charade indicator (letters next to each other).
'the gymnastics' becomes 'pt' (I am not sure about this - if you are sure you should believe this answer much more).
'cry'+'pt'='CRYPT'
'with a' acts as a link.
Can you help me to learn more?
(Other definitions for crypt that I've seen before include "Cellar in church" , "Underground cell" , "Church's basement" , "Church basement" , "Underground chapel" .)