Set out to carry freight -- delicacy from France (8)
I believe the answer is:
escargot
'delicacy from france' is the definition.
'escargot' can be an answer for 'delicacy' (I have seen 'French delicacy' mean 'escargot' so perhaps 'delicacy' could also mean 'escargot'). I am not certain of the 'from france' bit.
'set out to carry freight' is the wordplay.
'out' is an anagram indicator (out can mean wrong or inaccurate).
'to carry' is an insertion indicator.
'freight' becomes 'cargo' (synonyms).
'set' is an anagram of 'est'.
'est' placed around 'cargo' is 'ESCARGOT'.
Can you help me to learn more?
(Other definitions for escargot that I've seen before include "French food" , "One continually moving house" , "A dish of cooked land snails" , "Got scare from edible French snail" , "slow food?" .)