Loco caught by travelling icon, always on the move (7)
I believe the answer is:
nomadic
'always on the move' is the definition.
'loco caught by travelling icon' is the wordplay.
'loco' becomes 'mad' (loco can informally mean mad).
'caught by' means one lot of letters goes inside another.
'travelling' indicates anagramming the letters.
'icon' is an anagram of 'noic'.
'mad' put inside 'noic' is 'NOMADIC'.
(Other definitions for nomadic that I've seen before include "Not settling" , "Perhaps unsettling" , "vagrant" , "always moving?" , "Unsettled" .)