Mexican insect found in black rock enclosing ravine (9)
I believe the answer is:
cochineal
'mexican insect' is the definition.
(parasite found in Mexico)
'black rock enclosing ravine' is the wordplay.
'black rock' becomes 'coal'.
'enclosing' is an insertion indicator.
'ravine' becomes 'chine' (Isle of Wight term for a ravine).
'coal' enclosing 'chine' is 'COCHINEAL'.
'found in' is the link.
(Other definitions for cochineal that I've seen before include "Red colour" , "Crimson dye from crushed insects" , "Scarlet food dye" , "Red food colouring" , "Scarlet dye - in a cloche (anag)" .)