Intrigued elves have to investigate (5)
I believe the answer is:
delve
'to investigate' is the definition.
(I've seen this in another clue)
'intrigued elves have' is the wordplay.
'have' indicates the answer is hidden within the clue.
'DELVE' is hidden within 'intrigued elves'.
(Other definitions for delve that I've seen before include "Make painstaking enquiries (into something)" , "Burrow" , "probe deeply" , "Dig - rummage" , "Look closely (into)" .)