The line you are asking about, as you have stated, is a title of a journalistic piece. It is written in the style of headlinese. So the language is pithy to the point that it does not conform to general English grammar. For example, to frack shale gas site is not grammatical, because the indefinite article a is missing. The grammatical way of saying it should be to frack a shale gas site.
By the same token, in first for is basically short for in the first attempt/operation ever for the UK or in a first. The sentence should read:
In the first operation ever for the UK, government clears Cuadrilla to frack a shale gas site
If you look at the main text of that journalistic piece, you can see it opens with this paragraph that is pretty clear:
Shale gas developer Cuadrilla on Tuesday became the first operator in Britain to receive final consent from the government to frack an onshore horizontal exploration well, paving the way for commercial production.