Jail sounds hair-raising (4-2)
I believe the answer is:
lock-up
'jail' is the definition.
(I know that jail has the is a more specific form of the action lock up)
'sounds hair-raising' is the wordplay.
I cannot really see how this works, but
'hair' could be 'lock' (a lock of hair) and 'lock' is found in the answer.
The remaining letters 'up' is a valid word which might be clued in a way I don't see.
This may be the basis of the clue (or it may be nonsense).
Can you help me to learn more?
(Another definition for lock-up that I've seen is " Shop without living quarters".)