More than shy - gloomy! (8)
I believe the answer is:
overcast
'gloomy' is the definition.
(I've seen this before)
'more than shy' is the wordplay.
'more than' becomes 'over' (eg over 100 is more than 100).
'shy' becomes 'cast' (both can mean to throw).
'over'+'cast'='OVERCAST'
(Other definitions for overcast that I've seen before include "less than fine" , "State of the sky when it is covered by clouds" , "(Of weather) cloudy, dull" , "Gloomy like cloudy sky" , "Sunless" .)