Large, unnerving character showing caution (9)

I believe the answer is:

leeriness

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'caution' is the definition.
(thesaurus)

'large unnerving character' is the wordplay.
'large' becomes 'L' (eg in clothes sizes).
'unnerving character' becomes 'eeriness' (I am not sure about this - if you are sure you should believe this answer much more).
'l'+'eeriness'='LEERINESS'

'showing' acts as a link.

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I've seen this clue in The Times.

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