Dolorous one in Scots area — he had to go under (9)
I believe the answer is:
anguished
'dolorous' is the definition.
(I've seen this before)
'one in scots area he had to go under' is the wordplay.
'one' becomes 'I' (roman numeral).
'in' indicates putting letters inside.
'scots area' becomes 'angus' (area in Scotland).
'he had' becomes 'he'd'.
'to go under' says to put letters next to each other (in a down clue, some letters go below others).
'i' put within 'angus' is 'anguis'.
'anguis'+'hed'='ANGUISHED'
(Other definitions for anguished that I've seen before include "Distressed mentally" , "Suffering greatly" , "Dolorous" .)