Warning the lady, also, to get back inside (6)
I believe the answer is:
hooter
'warning' is the definition.
(type of siren)
'the lady also to get back inside' is the wordplay.
'the lady' becomes 'her' (I've seen this before**).
'also' becomes 'too' ('too' can be a synonym of 'also').
'to get back' is a reversal indicator (I've seen 'got back' mean this).
'inside' means one lot of letters goes inside another.
'too' reversed gives 'oot'.
'her' going around 'oot' is 'HOOTER'.
(Other definitions for hooter that I've seen before include "owl?" , "One scents" , "alarm" , "Gnomon" , "Siren; nose (sl.)" .)