She may be shy about her record (5)
I believe the answer is:
sylph
'her record' is the definition.
I can't tell whether this definition defines the answer.
'she may be shy about' is the wordplay.
'she' becomes 'lp' (I am not sure about this - if you are sure you should believe this answer much more).
'may be' is an anagram indicator.
'about' indicates putting letters inside.
'shy' with letters rearranged gives 'syh'.
'lp' going into 'syh' is 'SYLPH'.
Can you help me to learn more?
(Other definitions for sylph that I've seen before include "slender lass!" , "Graceful lass" , "Thin and graceful female" , "Slender, graceful female" , "Slim woman" .)