Puzzled volunteers look inside a ship (2,1,4)
I believe the answer is:
at a loss
'puzzled' is the definition.
('at a loss' can be a synonym of 'puzzled')
'volunteers look inside a ship' is the wordplay.
'volunteers' becomes 'ta' (abbreviation for Territorial Army).
'look' becomes 'lo'.
'inside' is an insertion indicator.
'ship' becomes 'ss'.
'ta'+'lo'='talo'
'a'+'ss'='ass'
'talo' placed within 'ass' is 'AT A LOSS'.
(Other definitions for at a loss that I've seen before include "(Running) in deficit" , "how incompetent companies can operate" , "how a bankrupt business was run" , "Perplexed - no profit in it" , "how unsuccessful business trades?" .)