Steal vehicle close to detective, but be cautious (4,4)
I believe the answer is:
take care
'be cautious' is the definition.
(I've seen this before)
'steal vehicle close to detective' is the wordplay.
'steal' becomes 'take' (to steal is to take without permission).
'vehicle' becomes 'car' (car is a kind of vehicle).
'close to' suggests the final letters (the close of something is the end).
The final letter of 'detective' is 'e'.
'take'+'car'+'e'='TAKE CARE'
'but' acts as a link.
(Other definitions for take care that I've seen before include "Look after yourself" , "Be cautious, mind yourself" , "Parting remark" , "Mind how you go" , "Watch" .)