Many an unnatural shock for VIP (6)
I believe the answer is:
bigwig
'vip' is the definition.
(I've seen this in another clue)
I don't understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for bigwig that I've seen before include "Dignitary (sl.)" , "Important person, with large, bald head?" , "Person of some importance" , "What may lie ahead largely" , "Important person (slang)" .)