Henry sort of cross with horse coming first (4)
I believe the answer is:
hank
'henry' is the definition.
(short for Henry)
I don't understand the remainder of the clue.
(Other definitions for hank that I've seen before include "Loop of yarn" , "Skein (of wool, hair)" , "Henry - coil of rope, wool or yarn" , "Skein (of wool, etc)" , "Ring for a sail" .)