In the given sentence, the word "while" makes the whole sentence a fragment. A sentence fragment is an incomplete sentence that looks like a complete sentence.
Now, the word "while" as used in this fragment is conjunction to be joined or followed by another clause to make it complete. Taking out "while" will turn the sentence into a complete sentence- <em>"the soldier arrived safely."</em> But with the presence of the term "while", the whole sentence becomes a fragment, an incomplete thought.
Thus, the conjunction in the sentence makes it a fragment.
