A shy male sort of dog (8)
I believe the answer is:
sealyham
'dog' is the definition.
(Sealyham is an example)
'a shy male sort' is the wordplay.
'sort' is an anagram indicator.
'a'+'shy'+'male'='ashymale'
'ashymale' anagrammed gives 'SEALYHAM'.
'of' acts as a link.
(Other definitions for sealyham that I've seen before include "Dog that rhymes with ..." , "Breed of terrier" , "Hay meals (anag) - kind of terrier" , "A shy male (anag) - dog" , "Wire-haired terrier" .)