In the case of the lady, an unexpected death (8)
I believe the answer is:
sheathed
'in the case of' is the definition.
I can't judge whether this definition defines the answer.
'lady an unexpected death' is the wordplay.
'lady' becomes 'she' ('she' refers to a woman).
'an unexpected' indicates anagramming the letters.
'death' with letters rearranged gives 'athed'.
'she'+'athed'='SHEATHED'
'the' acts as a link.
Can you help me to learn more?
(Other definitions for sheathed that I've seen before include "Encased in close-fitting covering - say sword" , "Of sword, placed in scabbard" , "Covered for protection" , "put in protective cover" , "Put sword back in covering" .)