She's strangely shy about her record (5)
I believe the answer is:
sylph
'her record' is the definition.
I can't judge whether this defines the answer.
'she's strangely shy about' is the wordplay.
'she' becomes 'lp' (I can't explain this - if you can you should give a lot more credence to this answer).
'strangely' indicates anagramming the letters.
'about' is an insertion indicator.
'shy' anagrammed gives 'syh'.
'lp' going into 'syh' is 'SYLPH'.
Can you help me to learn more?
(Other definitions for sylph that I've seen before include "Slender, graceful girl" , "Slender and graceful young woman" , "Thin and graceful female" , "Graceful lass" , "Girl with slender figure" .)