She's strangely shy about her record (5)
I believe the answer is:
sylph
'her record' is the definition.
I can't tell whether this definition defines the answer.
'she's strangely shy about' is the wordplay.
'she' becomes 'lp' (I can't explain this - if you can you should believe this answer much more).
'strangely' indicates an anagram.
'about' indicates putting letters inside.
'shy' anagrammed gives 'syh'.
'lp' going within 'syh' is 'SYLPH'.
Can you help me to learn more?
(Other definitions for sylph that I've seen before include "Slender, graceful girl" , "Slender and graceful young woman" , "Thin and graceful female" , "Graceful lass" , "Girl with slender figure" .)