DJ catching embarrassing complaint on ship - it smells (4,5)
I believe the answer is:
joss stick
'it smells' is the definition.
(stick which releases incense when burned)
'dj catching embarrassing complaint on ship' is the wordplay.
'dj' becomes 'jock' (short for disc jockey).
'catching' is an insertion indicator.
'embarrassing complaint' becomes 'sti' (short for sexually transmitted disease).
'on' says to put letters next to each other.
'ship' becomes 'ss'.
'sti' after 'ss' is 'sssti'.
'jock' placed around 'sssti' is 'JOSS-STICK'.
(Other definitions for joss stick that I've seen before include "one's incensed?" , "Incense burner" , "Thin piece of paste emitting incense when lit" , "Producer of fragrant odour when burned" .)