Dancer, for instance, did exercise with redhead earlier (9)
I believe the answer is:
performer
'dancer for instance' is the definition.
(I know that dancer is a type of performer)
'exercise with redhead earlier' is the wordplay.
'exercise' becomes 'pe' (Physical Education).
'with' is a charade indicator (letters next to each other).
'redhead' becomes 'r' (head letter of 'red').
'earlier' becomes 'former'.
'pe'+'r'+'former'='PERFORMER'
'did' is the link.
I am not very happy about this link. It may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for performer that I've seen before include "star?" , "player" , "Thespian" , "artist" , "Artiste" .)