In a state of shock? (5)
I believe the answer is:
upset
I believe this clue is a double definition.
'in a state' is the first definition.
(I've seen this in another clue)
'shock?' is the second definition.
(I've seen this before)
'of' acts as a link.
(Other definitions for upset that I've seen before include "Indisposition" , "Unhappy - unexpected defeat" , "bug" , "Discomfit" , "thrown?" .)