A criminal pursuit, something shady with opening of cocaine lines (3,3,3)
I believe the answer is:
hue and cry
'a criminal pursuit' is the definition.
(call to assist in apprehending a criminal)
'something shady with opening of cocaine lines' is the wordplay.
'something shady' becomes 'hue' (a shade).
'with' becomes 'and' (I've seen this before).
'opening of' suggests taking the first letters.
'lines' becomes 'ry' (abbreviation for railway).
The first letter of 'cocaine' is 'c'.
'hue'+'and'+'c'+'ry'='HUE AND CRY'
(Other definitions for hue and cry that I've seen before include "Loud and persistent clamour" , "Public pursuit" , "Stir" , "Hullabaloo" , "Loud public clamour" .)