Closely follow advert in the middle of programme (6)
I believe the answer is:
shadow
'closely follow' is the definition.
(I've seen this before)
'advert in the middle of programme' is the wordplay.
'advert' becomes 'ad' (synonyms).
'in the middle of' means one lot of letters goes inside another.
'programme' becomes 'show' (I've seen this before).
'ad' going into 'show' is 'SHADOW'.
(Other definitions for shadow that I've seen before include "Follow closely; pale imitation" , "Trail" , "This opposition cabinet parallels the government" , "It's cast when light is blocked" , "Dark area, weak remnant (of something)" .)