Failure has gone wrong, leading to pique (7)
I believe the answer is:
dudgeon
'pique' is the definition.
(thesaurus)
'failure has gone wrong' is the wordplay.
'failure' becomes 'dud' (dud is a kind of failure).
'has' means one lot of letters go next to another.
'wrong' indicates anagramming the letters.
'gone' anagrammed gives 'geon'.
'dud'+'geon'='DUDGEON'
'leading to' is the link.
(Other definitions for dudgeon that I've seen before include "Sullenness" , "(High) resentment" , "indignant state" , "Offended indignation" , "Feeling of intense indignation" .)