Insect to persist with cunning (9)
I believe the answer is:
dragonfly
'insect' is the definition.
(dragonfly is a type of insect)
'persist with cunning' is the wordplay.
'persist' becomes 'drag on' (to drag on can mean to persist).
'with' means one lot of letters go next to another.
'cunning' becomes 'fly' (fly can mean skilful or sharp).
'dragon'+'fly'='DRAGONFLY'
'to' is the link.
(Other definitions for dragonfly that I've seen before include "Large winged insect" , "Insect with two pairs of transparent wings" , "it wings along" , "Large hovering insect" , "creature!" .)