Sift through puzzle (6)
I believe the answer is:
riddle
I believe this clue is a double definition.
'sift' is the first definition.
(I know that riddle is a kind of sift)
'puzzle' is the second definition.
(a riddle is a puzzle or problem)
'through' acts as a link.
(Other definitions for riddle that I've seen before include "Sieve; enigma" , "Cryptic verse" , "sort out" , "Strain" , "Perforate with gunshot - poser" .)