Scottish bay: surprised cry there after appearance of marine creature (3,4)
I believe the answer is:
sea loch
'scottish bay' is the definition.
(Scottish term for a bay)
'surprised cry there after appearance of marine creature' is the wordplay.
'surprised cry' becomes 'och' (Scottish expression of surprise).
'there after appearance of' means one lot of letters go next to another.
'marine creature' becomes 'seal' (I've seen this before).
'och' after 'seal' is 'SEA LOCH'.
(Other definitions for sea loch that I've seen before include "Scottish water" , "Lake-like arm of salt water in Scotland" , "Arm of the ocean (Scotland)" .)