Picture that holds one captive, in short? (4)
I believe the answer is:
icon
'picture that holds one' is the definition.
'icon' can be an answer for 'picture' (icon is a kind of picture). I'm not certain of the remainder of the definition.
'captive in short?' is the wordplay.
'captive in' becomes 'i' (I am not sure about this - if you are sure you should believe this answer much more).
'short?' becomes 'con' (shorting is a kind of conning).
'i'+'con'='ICON'
Can you help me to learn more?
(Other definitions for icon that I've seen before include "Figure of Christ in Eastern churches" , "Holy image or symbol on computer screen" , "found on desktop" , "Religious picture on a wooden panel" , "A representative or sacred picture" .)