Mystery writer completely exhausted regular appearances of Gothic axemen (9)
I believe the answer is:
allingham
'mystery writer' is the definition.
(Margery Allingham)
'completely exhausted regular appearances of gothic axemen' is the wordplay.
I cannot really understand how this works, but
'completely' could be 'all' ('all' can be a synonym of 'completely') and 'all' is present in the answer.
This explanation may well be incorrect...
(Other definitions for allingham that I've seen before include "She wrote detective stories" , "Margery --, author" , "Margery --, English crime writer" .)