Depression caused where shattering blow follows blow (5,4)
I believe the answer is:
punch bowl
'depression' is the definition.
(thesaurus)
'shattering blow follows blow' is the wordplay.
'shattering' indicates an anagram.
'follows' is a charade indicator (letters next to each other).
'blow' becomes 'punch' (punch is a kind of blow**).
'blow' is an anagram of 'bowl'.
'bowl' after 'punch' is 'PUNCH-BOWL'.
'caused where' acts as a link.
(Other definitions for punch bowl that I've seen before include "Hollow in ground" , "container" , "Deep round dish for hot liquor" , "something to put drink in" , "kitchen vessel" .)