An opening for Gunners supporters, outwardly shy -- though not at first! (9)
I believe the answer is:
embrasure
'an opening' is the definition.
(I know that embrasure is a type of opening)
'gunners supporters outwardly shy though not at first' is the wordplay.
'gunners supporters' becomes 'bras' (I am not sure about this - if you are sure you should believe this answer much more).
'outwardly' indicates putting letters inside (some letters go outside others).
'shy' becomes 'demure' (I've seen this in another clue).
'though not at first' means to remove the first letter (the first letter is removed).
'demure' with its initial letter taken off is 'emure'.
'bras' placed into 'emure' is 'EMBRASURE'.
'for' is the link.
Can you help me to learn more?
(Another definition for embrasure that I've seen is " Opening in a wall for firing through".)