The most common and most likely answer to this crossword clue is the 4 plus 5 letter word FIRE ALARM
I've seen this crossword clue in The Times
F
I
R
E
A
L
A
R
M
More clues leading to the result FIRE ALARM
- Strong stocking material with a safety device
- If something is going up, I should be going off
- Safety device, genuine article installed by company
- Dynamism, as befits marines giving warning of danger
- Genuine article installed by company that signals danger
- Safety device I placed on concrete in rural property
- Signal a physical before splitting company
- Audible warning, if switching authentic weapon
- 24 Warner is resolute, seizing genuine article
- It signals danger with shooter crossing a line
Buddy explains!

The straight part
We know that "warning of danger" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case warning of danger = fire alarm.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.