By the sounds of it, fast-running animal caused shock (4)
I believe the answer is:
hair
'shock' is the definition.
(shock can mean a mass of hair)
I can't explain the rest of the clue.
Can you help me to learn more?
(Other definitions for hair that I've seen before include "Musical - locks" , "Fuzz" , "Show" , "Human head covering" , "A very small quantity" .)