She-goat, unfortunately, is captive (7)
I believe the answer is:
hostage
'is captive' is the definition.
(I've seen this before)
'she-goat unfortunately' is the wordplay.
'unfortunately' indicates anagramming the letters (a bad or unfortunate spelling).
'she'+'goat'='shegoat'
'shegoat' is an anagram of 'HOSTAGE'.
(Other definitions for hostage that I've seen before include "One seized as security" , "Person held by kidnappers" , "Kidnap victim" , "Detainee - gash toe (anag)" , "One held captive" .)