Cacophony covering soldiers that run out (5)
I believe the answer is:
drain
'run out' is the definition.
('drain' can be a synonym of 'run out')
'cacophony covering soldiers' is the wordplay.
'cacophony' becomes 'din' ('din' can be a synonym of 'cacophony').
'covering' indicates putting letters inside.
'soldiers' becomes 'ra' (abbreviation for Royal Artillery).
'din' going around 'ra' is 'DRAIN'.
'that' is the link.
(Other definitions for drain that I've seen before include "Something using up resources" , "Exhaust - pipe" , "Draw off liquid" , "Remove liquid from" , "ditch" .)