Some clues are intentionally somewhat vague and/or misleading, to keep it from being too easy, but they should all make sense when the solution is determined.
My first's what ant calls a cricket, no doubt
My second is third when you really zoom out
My third will protect you from villain or foe
My fourth won't get verdant when it's on the go
My fifth's what you did with the game that you lost
My whole is a square with five words that are crossed