I believe the answer is:
'discomfiture' is the definition.
(I've seen this before)
This is all the clue.
(Other definitions for chagrin that I've seen before include "Arching with annoyance and embarrassment" , "Annoyance at having been humiliated" , "Shame at one's failure" , "Discomfiture" , "Arching with annoyed disappointment" .)