Cryptic magazine missing separate parts of Azed puzzle (6)
I believe the answer is:
enigma
'puzzle' is the definition.
(I've seen this before)
I don't understand the rest of the clue.
Can you help me to learn more?
(Other definitions for enigma that I've seen before include "closed book" , "Coding device" , "Mysterious or puzzling thing" , "Title of Elgar's set of variations" , "WWII cipher" .)