Entering Shetland bay German alas makes return journey (6)
I believe the answer is:
voyage
'journey' is the definition.
(I know that voyage is a more specific form of journey)
'entering shetland bay' is the wordplay.
'entering' means one lot of letters goes inside another.
'shetland' becomes 'yag' (I can't explain this - if you can you should give a lot more credence to this answer).
'bay' becomes 'voe' (I've seen this before).
'yag' going within 'voe' is 'VOYAGE'.
'german alas makes return' is the link.
This may not be right. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for voyage that I've seen before include "See 7" , "Frightened" , "Cruise - passage" , "tour" , "Long journey by sea or air" .)