Red setter returned, secured around rear (11)
I believe the answer is:
embarrassed
'red' is the definition.
(thesaurus)
'secured around rear' is the wordplay.
'secured' becomes 'embarred' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'around' indicates putting letters inside.
'rear' becomes 'ass' ('ass' can be a synonym of 'rear').
'embarred' enclosing 'ass' is 'EMBARRASSED'.
'setter returned' is the link.
I am not very happy about this link. Some or all of it may be part of another bit of the clue.
Can you help me to learn more?
(Other definitions for embarrassed that I've seen before include "Red-faced" , "Made to feel awkward" , "Short of money; ashamed" , "Humiliated" , "Shamed" .)