Wrong clothing, say, for Muslim woman (5)
I believe the answer is:
begum
'muslim woman' is the definition.
(historical Muslim aristocratic term)
'wrong clothing say' is the wordplay.
'wrong' becomes 'bum' (as in a bum note in music**).
'clothing' means one lot of letters goes inside another.
'say' becomes 'eg'.
'bum' placed around 'eg' is 'BEGUM'.
'for' is the link.
(Other definitions for begum that I've seen before include "Muslim lady" , "Moslem princess" , "She's high-ranking" , "Muslim princess" , "High-ranking Muslim woman" .)