Shoots messenger at first when visiting state official investigating complaints (9)
I believe the answer is:
ombudsman
'official investigating complaints' is the definition.
(I've seen this before)
'shoots messenger at first when visiting state' is the wordplay.
'shoots' becomes 'buds'.
'at first' suggests taking the first letters.
'when visiting' indicates putting letters inside.
'state' becomes 'oman' (Oman is a country).
The first letter of 'messenger' is 'm'.
'buds'+'m'='budsm'
'budsm' going into 'oman' is 'OMBUDSMAN'.
(Other definitions for ombudsman that I've seen before include "Public official" , "Complaint investigator" , "one appointed to investigate complaints" , "Parliamentary commissioner" , "Malpractice investigator" .)