Lassie named in second paper or in short periodical (5)
I believe the answer is:
morag
'lassie named' is the definition.
(Scottish girl's name)
'or in short periodical' is the wordplay.
'in' means one lot of letters goes inside another.
'short periodical' becomes 'mag' (short for magazine).
'or' put inside 'mag' is 'MORAG'.
'in second paper' is the link.
This may not be right. Some or all of it may be part of another bit of the clue.
(Other definitions for morag that I've seen before include "Scottish girl's name" , "Girl in Scotland" , "Scottish girl" , "Second-most famous monster supposedly living in a loch in Scotland" .)