Arrived carrying exotic oils in underwear (8)
I believe the answer is:
camisole
'underwear' is the definition.
(I know that camisole is a type of underwear)
'arrived carrying exotic oils' is the wordplay.
'arrived' becomes 'came' (come can mean to appear or arrive).
'carrying' means one lot of letters goes inside another.
'exotic' indicates an anagram (an unusual form of the letters).
'oils' anagrammed gives 'isol'.
'came' placed around 'isol' is 'CAMISOLE'.
'in' is the link.
(Other definitions for camisole that I've seen before include "woman could wear it" , "Item of lingerie" , "jacket" , "Underbodice with shoulder straps" , "Short sleeveless undergarment" .)