Outlaw sex? Led Zeppelin perhaps not behind that! (6)
I believe the answer is:
bandit
'outlaw' is the definition.
(I know that bandit is a type of thief)
'sex? led zeppelin perhaps not behind that' is the wordplay.
I cannot quite see how this works, but
'sex?' could be 'it' (a common euphemism) and 'it' is located in the answer.
'led zeppelin' could be 'band' (Led Zeppelin were a band) and 'band' is found in the answer.
No letters remain.
This may be the basis of the clue (or it may be nonsense).
(Other definitions for bandit that I've seen before include "Dan bit the robber badly" , "Thief" , "Armed outlaw" , "Highwayman" , "Violent outlaw" .)