Woman needs thanks for guarding explosive (4)
I believe the answer is:
thea
'woman' is the definition.
'thanks for guarding explosive' is the wordplay.
I cannot quite understand how this works, but
'explosive' could be 'he' (abbreviation for high explosive) and 'he' is found within the answer.
'thanks' could be 'ta' (UK informal version of 'thank you') and 'ta' is present in the leftover letters.
No letters remain.
This explanation may well be incorrect...
'needs' is the link.
Can you help me to learn more?
(Other definitions for thea that I've seen before include "Plant" , "evergreen shrubs?" , "Girl's name, tea genus" , "... Girl" , "Female name meaning 'goddess'" .)