Bird that parrots accompany mainly keeps heading west (4)
I believe the answer is:
myna
'bird' is the definition.
(myna is a kind of bird)
'parrots accompany mainly keeps heading west' is the wordplay.
'keeps' indicates a hidden word.
'heading west' shows that the letters should be reversed in order.
'anym' is hidden in the letters of 'parrots accompany mainly'.
'anym' written backwards gives 'MYNA'.
'that' acts as a link.
(Other definitions for myna that I've seen before include "Mimicking bird" , "Talkative bird" , "Asiatic bird imitating human speech" , "Asian bird" , "Bird that's a good mimic" .)