Clue: Heat-retaining articles worn by soldier left behind (7)
Answer: THERMAL
Explanation: Definition: Heat-retaining
 THE,A(two articles in grammar) **containing**(worn by) RM(post-nominals for an officer/soldier in the Royal Marines unit of the military) **plus**(… behind) L(abbrev. for "left").
Defn: …, as with clothing designed to keep one warm, such clothes being called "thermals".
.. or as with hot springs and pools: