Gangster, unaccompanied, carrying explosive device (2,6)
I believe the answer is:
al capone
'gangster' is the definition.
(US gangster)
'unaccompanied carrying explosive device' is the wordplay.
'unaccompanied' becomes 'alone' (synonyms).
'carrying' is an insertion indicator.
'explosive device' becomes 'cap' (cap is a kind of explosive device).
'alone' going around 'cap' is 'AL CAPONE'.
(Other definitions for al capone that I've seen before include "Notorious Chicago gangster arrested for tax evasion" , "Chicago mobster jailed for tax evasion" , "Notorious gangster, d. 1947" , "Chicago gangster known as Scarface" , "criminal" .)