Clue: Warning issued by Conservatives infiltrated by far-right movement (8)
Answer: REDLIGHT
Explanation: Definition: Warn
An envelope ('infiltrated by') of EDL( English – or European – Defence League, 'far-right movement') in RIGHT ('Conservatives'). REDLIGHT as one word is not common, and, like its two-word and hyphenated versions, more commonly means a prohibition rather than a warning. However, dictionary.com does give the latter meaning.