Alarming disguise of Romeo in illustration hard to grasp (6,3)
I believe the answer is:
fright wig
'alarming disguise' is the definition.
'romeo in illustration hard to grasp' is the wordplay.
'romeo in illustration' becomes 'frig' (I can't explain this - if you can you should believe this answer much more).
'hard' becomes 'h'.
'to grasp' becomes 'twig' (twigging is a kind of grasping).
'frig'+'h'+'twig'='FRIGHT WIG'
'of' acts as a link.
(Other definitions for fright wig that I've seen before include "Hairstyle" , "shock of shocks?" .)