Shocking — as a secret? (13)
I believe the answer is:
unmentionable
This clue is a double definition.
'shocking' is the first definition.
(too scandalous to be mentioned)
'as a secret?' is the second definition.
(a secret cannot be mentioned)
(Other definitions for unmentionable that I've seen before include "Taboo" , "Forbidden as a topic of conversation" , "Not fit to be referred to" .)