Shock involving European request (6)
I believe the answer is:
appeal
'request' is the definition.
(appeal is a kind of request)
'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" .)