Lost at first in Welsh peninsula, scowl angrily (6)
I believe the answer is:
glower
'scowl angrily' is the definition.
'glower' can be an answer for 'scowl' (thesaurus). I also know that 'angrily' relates to this answer.
'lost at first in welsh peninsula' is the wordplay.
'at first' indicates taking the first letters.
'in' means one lot of letters goes inside another.
'welsh peninsula' becomes 'gower' (I've seen this before).
The first letter of 'lost' is 'l'.
'l' inserted within 'gower' is 'GLOWER'.
(Other definitions for glower that I've seen before include "Look hotly or angrily" , "Angry/sullen look" , "Look hard and angrily" , "firefly?" , "Glare" .)