Warning that again sinks in (6)
I believe the answer is:
threat
'warning' is the definition.
(threat is a kind of warning)
'that again sinks in' is the wordplay.
'again sinks' becomes 're' (I can't justify this - if you can you should believe this answer much more).
'in' is an insertion indicator.
'that' placed around 're' is 'THREAT'.
Can you help me to learn more?
(Other definitions for threat that I've seen before include "Declaration of intention to harm another" , "An intimidatory warning" , "Expression of intention to harm" , "Statement of intention to harm" , "A warning of harm to come" .)