Knight leaves Scottish island for western US state (4)
I believe the answer is:
iowa
'us state' is the definition.
(state of the USA)
'knight leaves scottish island for western' is the wordplay.
I cannot really understand how this works, but
'island' could be 'iow' (abbreviation for Isle of Wight) and 'iow' is located in the answer.
A single letter 'a' remains which might be clued in a way I don't understand.
This explanation may well be incorrect...
(Other definitions for iowa that I've seen before include "American state, capital Des Moines" , "US swing electoral state" , "US state, three vowels" , "State of USA" , "Midwest US state" .)