'I shall go first!' — little bossy woman oppressing Vlad, in a manner of speaking (5)
I believe the answer is:
idiom
'in a manner of speaking' is the definition.
(I've seen this before)
'i shall go first little bossy woman oppressing' is the wordplay.
'shall go first' means one lot of letters go next to another (some letters go in front of others).
'little bossy' becomes 'om' (I can't justify this - if you can you should give a lot more credence to this answer).
'woman' becomes 'Di' (short for Diana).
'oppressing' says to put letters next to each other.
'om' put after 'di' is 'diom'.
'i' put next to 'diom' is 'IDIOM'.
'vlad' acts as a link.
I am not very happy about this link. It may belong to another bit of the clue.
(Other definitions for idiom that I've seen before include "Style of speaking characteristic of a specific group" , "Artistic style" , "Distinctive expression" , "Way of speaking" , "Vocabulary characteristic of a specific group" .)