Closely follows the advertisement displays all round (7)
I believe the answer is:
shadows
'closely follows' is the definition.
'shadows' can be an answer for 'follows' (shadowing is a kind of following). I'm not certain of the 'closely' bit.
'advertisement displays all round' is the wordplay.
'advertisement' becomes 'ad' (abbreviation).
'displays' becomes 'shows' ('show' can be a synonym of 'display').
'all round' indicates putting letters inside.
'ad' inserted within 'shows' is 'SHADOWS'.
'the' acts as a link.
Can you help me to learn more?
(Other definitions for shadows that I've seen before include "Follows" , "1960s band" , "They're cast by blocking the sun" , "Dark areas where the light is blocked" , "Dark things" .)