Shock in a puzzle (5)
I believe the answer is:
amaze
'shock' is the definition.
(I've seen this in another clue)
'a puzzle' is the wordplay.
'puzzle' becomes 'maze' (maze can mean a puzzling situation).
'a'+'maze'='AMAZE'
'in' is the link.
(Other definitions for amaze that I've seen before include "Surprise greatly, astonish" , "Startle" , "shock" , "Cause wonder" , "Stupefy" .)