He must be a bully! (6)
I believe the answer is:
hector
I believe this is a double definition.
'he' is the first definition.
'a bully' is the second definition.
(I know that bully can be written as hector)
'must be' is the link.
(Other definitions for hector that I've seen before include "Bully; man's name" , "one of the 4 [TROJAN]s by 28 [BERLIOZ] ?" , "do as Harrier does" , "Trojan prince killed by Achilles in siege of Troy" , "Trojan hero - bully" .)