Tory leader dismissing head of state once in shock (6)
I believe the answer is:
thatch
'shock' is the definition.
(thesaurus)
'tory leader dismissing head of state once' is the wordplay.
'tory leader' becomes 'thatcher' (Margaret Thatcher).
'dismissing' is a deletion indicator.
'head of state once' becomes 'ER' (Elizabeth Regina, ie Queen Elizabeth).
'thatcher' with 'er' taken out is 'THATCH'.
'in' is the link.
(Other definitions for thatch that I've seen before include "Old roof covering for house" , "part of House?" , "Traditional material for covering" , "Old-fashioned roof covering material" , "Roofing material - thick hair" .)