Crossword Genius

In confusion as to how some tax avoidance schemes operate? (2,1,4)

Ross

I believe the answer is:

at a loss

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'in' is the definition.
Both the definition and answer are adjectives. Maybe you can see a link between them that I don't see?

I can't explain the rest of the clue.

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(Other definitions for at a loss that I've seen before include "(Running) in deficit" , "Totally bewildered" , "how incompetent companies can operate" , "makes one puzzled" , "Puzzled and indecisive? No profit in it" .)

I've seen this clue in The Guardian.
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