Bird shrieking horribly, loud coming in (10)
I believe the answer is:
kingfisher
'bird' is the definition.
(kingfisher is a kind of bird)
'shrieking horribly loud coming in' is the wordplay.
'horribly' is an anagram indicator.
'loud' becomes 'f' (A musical term).
'coming in' means one lot of letters goes inside another.
'shrieking' anagrammed gives 'kingisher'.
'kingisher' going around 'f' is 'KINGFISHER'.
(Other definitions for kingfisher that I've seen before include "Colourful riverside bird" , "flyer" , "Colourful bird seen by streams and rivers" , "Halcyon" , "Brightly-coloured bird" .)