Holding gun, cover agent (6)
I believe the answer is:
legate
'agent' is the definition.
(thesaurus)
'holding gun cover' is the wordplay.
'holding' indicates putting letters inside.
'gun' becomes 'gat' (gat is a kind of gun).
'cover' becomes 'lee' (I've seen this in other clues**).
'gat' placed inside 'lee' is 'LEGATE'.
(Other definitions for legate that I've seen before include "Emissary representing the Pope" , "One being tested" , "Papal ambassador" , "Late, eg. for the papal representative" , "Envoy representing the Pope" .)