Cuban sheepishly conceals spirit (7)
I believe the answer is:
banshee
'spirit' is the definition.
(spirit in Irish mythology)
'cuban sheepishly conceals' is the wordplay.
'conceals' indicates a hidden word.
'BANSHEE' is hidden in the letters of 'cuban sheepishly'.
(Other definitions for banshee that I've seen before include "She predicts death in Ireland" , "Howler" , "Wailing Irish sprite" , "Death-portending spirit" , "Wailing woman of Irish legend" .)