Fails with extreme difficulty: a nasty shock! (9)
I believe the answer is:
bombshell
'a nasty shock' is the definition.
'bombshell' can be an answer for 'shock' (bombshell can mean a great shock). I'm not sure about the 'a nasty' bit.
'fails with extreme difficulty' is the wordplay.
'fails' becomes 'bombs' ('bomb' can be a synonym of 'fail').
'with extreme difficulty' becomes 'hell' (I can't justify this - if you can you should believe this answer much more).
'bombs'+'hell'='BOMBSHELL'
Can you help me to learn more?
(Other definitions for bombshell that I've seen before include "Overwhelming surprise" , "Big surprise" , "A great surprise" , "Sudden disappointment" , "awful surprise" .)