In agony, I shelter after a gun goes off (9)

I believe the answer is:

anguished

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'in agony i shelter after a gun goes off' is the definition.
I can't judge whether this definition defines the answer.

'i shelter after a gun goes off' is the wordplay.
'shelter' becomes 'shed' (I've seen this in another clue).
'after' means one lot of letters go next to another.
'goes off' is an anagram indicator.
'gun' anagrammed gives 'ngu'.
'i'+'shed'='ished'
'a'+'ngu'='angu'
'ished' after 'angu' is 'ANGUISHED'.

Can you help me to learn more?

(Other definitions for anguished that I've seen before include "Suffering greatly" , "Dolorous" , "Distressed mentally" .)

I've seen this clue in The Independent.

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