Anxious setter will tantalise, concealing answer (3,2,4)
I believe the answer is:
ill at ease
'anxious' is the definition.
(I've seen this before)
'setter will tantalise concealing answer' is the wordplay.
'setter will' becomes 'ill' (I'll, i.e. 'the person writing the crossword will').
'tantalise' becomes 'tease' (I've seen this before).
'concealing' indicates putting letters inside.
'answer' becomes 'a' (abbreviation eg in Q and A).
'ill'+'tease'='illtease'
'illtease' going around 'a' is 'ILL AT EASE'.
(Other definitions for ill at ease that I've seen before include "discomfited" , "Unable to relax" , "Unsure and constrained in manner" , "Nervous, uncomfortable" , "Embarrassed" .)