Road through Hull an exit (4)
I believe the answer is:
'road' is the definition.
(I have seen 'Small road' mean 'lane' so perhaps 'road' could also mean 'lane')
'through hull an exit' is the wordplay.
'through' indicates the answer is hidden within the clue.
'LANE' is hidden within 'hull an exit'.
(Other definitions for lane that I've seen before include "Subdivision of road for traffic", "Passage", "Byroad", "Minor road", "Narrow country road".)