Nice and hot in Réunion so in a risky situation (2,4,3)
I believe the answer is:
on thin ice
'in a risky situation' is the definition.
(I've seen this before)
'nice and hot in reunion' is the wordplay.
'and' is a charade indicator (letters next to each other).
'reunion' indicates anagramming the letters.
'hot'+'in'='hotin'
'hotin' with letters rearranged gives 'onthi'.
'nice' after 'onthi' is 'ON THIN ICE'.
'so' is the link.
(Other definitions for on thin ice that I've seen before include "in danger of a soaking?" , "In a delicate situation" , "In a risky situation" , "In a dangerous situation" , "At risk" .)