Bloody rescue has silver lining (6)
I believe the answer is:
savage
'bloody' is the definition.
(thesaurus)
'rescue has silver lining' is the wordplay.
'rescue has' becomes 'save' (I can't justify this - if you can you should believe this answer much more).
'silver' becomes 'Ag' (Ag is the chemical symbol for silver).
'lining' indicates putting letters inside.
'save' enclosing 'ag' is 'SAVAGE'.
Can you help me to learn more?
(Other definitions for savage that I've seen before include "Fierce, cruel" , "Menacing, uncivilised" , "Wild, uncivilised and dangerous" , "Uncivilised, vicious" , "Cruel; wild" .)