Anxiety shown by redhead coming in late (5)
I believe the answer is:
dread
'anxiety' is the definition.
(dread is a feeling of anxiety)
'redhead coming in late' is the wordplay.
'redhead' becomes 'r' (head letter of 'red').
'coming in' is an insertion indicator.
'late' becomes 'dead' (similar in meaning).
'r' put into 'dead' is 'DREAD'.
'shown by' is the link.
(Other definitions for dread that I've seen before include "Trepidation" , "Anticipate with horror" , "Hairstyle" , "Awe" , "Disquiet" .)