Direct lines to centre one added to incomplete set? (5)
I believe the answer is:
radii
'direct lines to centre' is the definition.
'one added to incomplete set?' is the wordplay.
'one added' becomes 'i' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'to' says to put letters next to each other (I've seen this in other clues).
'incomplete' means to remove the last letter.
'set?' becomes 'radio' (radio is a kind of set).
'radio' with its last letter taken off is 'radi'.
'i' after 'radi' is 'RADII'.
(Other definitions for radii that I've seen before include "Lines drawn from a circle's centre" , "Lines between the center and circumference of a circle" , "Two making up diameter" , "Forearm bones: spokes" , "Halves of diameter" .)