Shock when publicity ploy falls short (4)
I believe the answer is:
stun
'shock' is the definition.
(both can mean to surprise)
'publicity ploy falls short' is the wordplay.
'publicity ploy' becomes 'stunt' (publicity stunt).
'falls short' means to remove the last letter (I've seen 'falling short' mean this).
'stunt' with its final letter removed is 'STUN'.
'when' is the link.
(Other definitions for stun that I've seen before include "Daze with nuts" , "Make senseless or dizzy with a blow" , "what a cracker may do?" , "Daze or bewilder" , "Daze, overwhelm" .)