One fleeced Al Capone, one conceded, when returning alcohol, primarily (6)
I believe the answer is:
alpaca
'one fleeced' is the definition.
(animal with a fleece)
'al capone one conceded when returning alcohol primarily' is the wordplay.
'conceded' indicates named letters should be taken away (concede can mean to give up).
'when returning' says the letters should be written backwards.
'alcohol primarily' becomes 'a' (I can't justify this - if you can you should give a lot more credence to this answer).
'capone' with 'one' removed is 'cap'.
'cap' reversed gives 'pac'.
'al'+'pac'+'a'='ALPACA'
(Other definitions for alpaca that I've seen before include "South American relative of the llama" , "Woolly animal" , "S American animal related to llana" , "Andean camelid" , "Llama relation" .)