Romeo coming in late causes terror (5)
I believe the answer is:
dread
'terror' is the definition.
(both can mean a feeling of angst)
'romeo coming in late' is the wordplay.
'romeo' becomes 'R' (phonetic alphabet: alpha, bravo, charlie etc.).
'coming in' is an insertion indicator.
'late' becomes 'dead' (similar in meaning).
'r' placed within 'dead' is 'DREAD'.
'causes' acts as a link.
(Other definitions for dread that I've seen before include "Anticipate fearfully" , "Be afraid of - anxiety" , "Get cold feet" , "Awe" , "great anxiety" .)