Divine messenger in a new set (5)
I believe the answer is:
angel
'divine messenger' is the definition.
(I've seen this before)
'a new set' is the wordplay.
'new' becomes 'n' (common abbreviation eg NT for New Testament).
'set' becomes 'gel' (both can mean to harden).
'a'+'n'+'gel'='ANGEL'
'in' is the link.
(Other definitions for angel that I've seen before include "Old coin; theatre investor" , "darling!" , "Cloud resident?" , "Heavenly body" , "Heavenly spirit" .)