Beastly sound nearby — escape finally inside (5)
I believe the answer is:
neigh
'beastly sound' is the definition.
(sound of a horse)
'nearby escape finally inside' is the wordplay.
'nearby' becomes 'nigh' (I've seen this before).
'finally' suggests the final letters.
'inside' indicates putting letters inside.
The final letter of 'escape' is 'e'.
'nigh' going around 'e' is 'NEIGH'.
(Other definitions for neigh that I've seen before include "Comment from Arab" , "Whinnying sound" , "Farmyard sound" , "High-pitched cry of a horse" , "Cry coming from mount" .)