She's strangely shy about her record (5)
I believe the answer is:
sylph
'her record' is the definition.
I can't judge whether this definition defines the answer.
'she's strangely shy about' is the wordplay.
'she' becomes 'lp' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'strangely' is an anagram indicator.
'about' means one lot of letters goes inside another.
'shy' anagrammed gives 'syh'.
'lp' put into 'syh' is 'SYLPH'.
Can you help me to learn more?
(Other definitions for sylph that I've seen before include "Slender, graceful girl" , "Slender and graceful young woman" , "Thin and graceful female" , "Graceful lass" , "Girl with slender figure" .)