Caught thus, having had one's fingers burnt? (3-6)
I believe the answer is:
red-handed
'caught thus' is the definition.
The answer and definition are not the same part of speech. However, past participle verbs and adjectives can sometimes define each other.
'had one's fingers burnt?' is the wordplay.
I cannot really understand how this works, but
an anagram of 'had' is 'dha' which is present in the answer.
This may be the basis of the clue (or it may be nonsense).
'having' acts as a link.
Can you help me to learn more?
(Other definitions for red-handed that I've seen before include "(Caught) in the act of committing a crime" , "Catch someone thus in the act" , "(Taken) in the act" , "Colourfully caught in the act" , "In the act of crime - may be caught thus" .)