Shot girlie magazine's 'ultimate pair' in sexy underwear (8)

I believe the answer is:

lingerie

I'm a little stuck... Click here to teach me more about this clue!

'sexy underwear' is the definition.
'lingerie' can be an answer for 'underwear' (lingerie is a kind of underwear). I'm unsure of the 'sexy' bit.

'shot girlie magazine's ultimate pair in' is the wordplay.
'shot' is an anagram indicator.
'ultimate' suggests the final letters.
'pair' becomes 'n' (I can't justify this - if you can you should give a lot more credence to this answer).
'in' indicates putting letters inside.
The last letter of 'magazine' is 'e'.
'girlie' with letters rearranged gives '[girlie]'.
'[girlie]'+'e'='ligerie'
'ligerie' going around 'n' is 'LINGERIE'.

Can you help me to learn more?

(Other definitions for lingerie that I've seen before include "Female underwear" , "Women's underclothes" , "Scanties" , "frillies" , "Women's underwear and nightclothes" .)

I've seen this clue in The Telegraph.

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