She may be shy about her record (5)
I believe the answer is:
sylph
'her record' is the definition.
I can't judge whether this defines the answer.
'she may be shy about' is the wordplay.
'she' becomes 'lp' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'may be' indicates anagramming the letters.
'about' indicates putting letters inside.
'shy' with letters rearranged gives 'syh'.
'lp' put inside 'syh' is 'SYLPH'.
Can you help me to learn more?
(Other definitions for sylph that I've seen before include "slender lass!" , "Graceful lass" , "Thin and graceful female" , "Slender, graceful female" , "Slim woman" .)