Master criminal picking everything up must be suspect (5,1,3)
I believe the answer is:
smell a rat
'suspect' is the definition.
(to smell a rat is to suspect something)
'master criminal picking everything up' is the wordplay.
'criminal' indicates anagramming the letters.
'picking' is an insertion indicator.
'everything' becomes 'all' (all things).
'up' shows that the letters should be reversed in order (in down clue: letters go upwards).
'all' back-to-front is 'lla'.
'master' is an anagram of 'smerat'.
'smerat' going around 'lla' is 'SMELL A RAT'.
'must be' is the link.
(Other definitions for smell a rat that I've seen before include "Become suspicious" , "Suspect something's amiss" , "Find something fishy" , "Suspect something wrong" , "Detect something suspicious" .)