Lovely, nasty surprise (9)
I believe the answer is:
bombshell
'surprise' is the definition.
(bombshell is a kind of surprise)
I cannot understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for bombshell that I've seen before include "Overwhelming surprise" , "Explosion" , "That really is surprising" , "Terrible shock" , "Sudden disappointment" .)