Nancy misses Leo - seems misled after bust-up (14)

I believe the answer is:

mesdemoiselles

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'nancy misses' is the definition.
(I've seen this before)

'leo seems misled after bust-up' is the wordplay.
'leo seems misled' anagrams to 'MESDEMOISELLES'.
Though, I am not clear how this is indicated.

Can you help me to learn more?

(Another definition for mesdemoiselles that I've seen is " Nancy misses".)

I've seen this clue in The Daily Mail.

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