Run out of escudos (4)
I believe the answer is:
scud
'run' is the definition.
(thesaurus)
'of escudos' is the wordplay.
'of' indicates a hidden word.
'SCUD' is hidden within 'escudos'.
'out' is the link.
(Other definitions for scud that I've seen before include "Russian ballistic missile" , "Missile - move swiftly and smoothly" , "Sail swiftly before the wind - missile" , "Stark in Banff" , "Gust of wind" .)