‘You shouldn’t have squeezed into hot Tube’ – having gone west, words to remember you by (7)

I haven't cracked this one yet — but the brilliant team at Fifteensquared have:

TA(informal form of “thank you!” or “you shouldn’t have! “) contained in ( squeezed into ) reversal of ( … having gone west , in an across clue) [ H(abbrev. for “hot”) + PIPE(a tube used to covey fluid) ].