Modest, when caught out in a rush (5)
I believe the answer is:
haste
'a rush' is the definition.
(I know that rush can be written as haste)
'modest when caught out' is the wordplay.
I cannot really see how this works, but
'when' could be 'e' (I've seen this in other clues) and 'e' is located in the answer.
The remaining letters 'hast' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...
'in' is the link.
Can you help me to learn more?
(Other definitions for haste that I've seen before include "More of this proverbially slows you down" , "Leader abandons modest" , "Hurriedness" , "Overly eager speed" , "Expedition" .)