Romeo's gone outside in terror (5)
I believe the answer is:
dread
'terror' is the definition.
(both can mean a feeling of angst)
'romeo's gone outside' is the wordplay.
'romeo' becomes 'r' (phonetic alphabet: alpha, bravo, charlie etc.).
'gone' becomes 'dead' (gone can mean deceased).
'outside' means one lot of letters goes inside another.
'r' inserted into 'dead' is 'DREAD'.
'in' is the link.
(Other definitions for dread that I've seen before include "Dared to fear greatly" , "Adder (anag)" , "Awe" , "fright" , "Be afraid of - anxiety" .)