Shock involving European request (6)
I believe the answer is:
appeal
'request' is the definition.
(appealing is a kind of requesting)
'shock involving european' is the wordplay.
'shock' becomes 'appal' (synonyms).
'involving' indicates putting letters inside.
'european' becomes 'E' (abbreviation e.g. EU).
'appal' enclosing 'e' is 'APPEAL'.
(Other definitions for appeal that I've seen before include "Beg" , "Earnest or urgent request" , "Pray, invoke" , "Supplication to take a higher court" , "Plea" .)