A clue that there's a dog about? (4)
I believe the answer is:
lead
'a clue' is the definition.
(e.g. in a police investigation)
'there's a dog about?' is the wordplay.
I cannot really see how this works, but
'about?' could be 'a' (abbreviation in Chambers) and 'a' is located in the answer.
The remaining letters 'led' is a valid word which might be clued in a way I don't see.
This explanation may well be incorrect...
'that' is the link.
Can you help me to learn more?
(Other definitions for lead that I've seen before include "guitar accessory?" , "Chief performer" , "Guide; graphite" , "Metal; show the way" , "Take a position in front" .)