Shrill cry from southern crche bewildered them (7)
I believe the answer is:
screech
'shrill cry' is the definition.
(a screech is loud or shrill cry)
'from southern crche bewildered them' is the wordplay.
I cannot quite see how this works, but
'from' could be 'e' (I've seen this in other clues) and 'e' is located in the answer.
'southern' could be 's' (abbreviation) and 's' is located in the answer.
an anagram of 'crche' is 'crech' which is within the left over letters.
No letters remain.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for screech that I've seen before include "Yell" , "cry of horror" , "Terrifying sound" , "Loud harsh cry" , "Outcry" .)