Shock having rescued revolutionary gallery (9)
I believe the answer is:
devastate
'shock' is the definition.
(thesaurus)
'rescued revolutionary gallery' is the wordplay.
'rescued' becomes 'saved' (saving is a kind of rescuing).
'revolutionary' shows that the letters should be reversed in order (letters revolve around).
'gallery' becomes 'tate' (Tate Modern, Tate Britain etc).
'saved' back-to-front is 'devas'.
'devas'+'tate'='DEVASTATE'
'having' acts as a link.
(Other definitions for devastate that I've seen before include "Lay waste or overwhelm with grief" , "Destroy" , "Lay waste or totally crush" , "floor" , "Spoil" .)