Private investigator neatly nailing eccentric rogue, on all fronts (5)
I believe the answer is:
inner
'private' is the definition.
(as in one's private or inner thoughts)
I don't understand how the remainder of the clue works.
Can you help me to learn more?
(Other definitions for inner that I've seen before include "Private, not expressed" , "Target zone" , "Bull's penned in by this" , "just missing the gold" , "Farther in" .)
