Strongbox made of South African iron (4)
I believe the answer is:
safe
'strongbox' is the definition.
(I know that strongbox can be written as safe)
'south african iron' is the wordplay.
'south african' becomes 'SA' (abbreviation).
'iron' becomes 'Fe' (Fe is the chemical symbol for iron).
'sa'+'fe'='SAFE'
'made of' is the link.
(Other definitions for safe that I've seen before include "Secure - place to keep cash" , "Peter" , "Secure and free from danger" , "Locked store for money etc" , "Secure and protected" .)