wordplay - Cryptic Five-words (-----|||||)

Inspired by Aggie Kidd's redux of the original "Four-words" puzzle by Prem, I decided to create a similar "Five-words" puzzle.

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

Answer

Here is my answer:

B E A S T
E A R T H
A R M O R
S T O N E
T H R E W

Explanation:
My first's what ant calls a cricket, no doubt

A cricket would be a beast to an ant.

My second is third when you really zoom out

The earth is the third planet if we zoom out on the solar system.

My third will protect you from villain or foe

Armor protects you from everyone.

My fourth won't get verdant when it's on the go

Verdant is green, moss is green, rolling stone gathers no moss.

My fifth's what you did with the game that you lost

You threw the game.