Load beginning to exclaim in horror (7)
I believe the answer is:
freight
'load' is the definition.
(I know that load can be written as freight)
'beginning to exclaim in horror' is the wordplay.
'beginning to' suggests taking the first letters.
'in' means one lot of letters goes inside another.
'horror' becomes 'fright' (both can mean fear).
The first letter of 'exclaim' is 'e'.
'e' inserted into 'fright' is 'FREIGHT'.
(Other definitions for freight that I've seen before include "that's carried by rail and road" , "Goods in transit" , "Cargo, goods transported" , "Transport of bulk goods" , "Something carried" .)