Agent's cover holding gun (6)
I believe the answer is:
legate
'agent's' is the definition.
(thesaurus)
'cover holding gun' is the wordplay.
'cover' becomes 'lee' (I've seen this in other clues**).
'holding' indicates putting letters inside.
'gun' becomes 'gat' (gat is a kind of gun).
'lee' placed around 'gat' is 'LEGATE'.
(Other definitions for legate that I've seen before include "Vatican emissary" , "Official emissary" , "Papal ambassador" , "Envoy - pope's representative" , "papal emissary" .)