Shy when going to bed (8)
I believe the answer is:
retiring
This clue is a double definition.
'shy' is the first definition.
(I've seen this before)
'going to bed' is the second definition.
('retire' can be a synonym of 'go to bed')
'when' acts as a link.
(Other definitions for retiring that I've seen before include "Timid" , "Leaving work - shy" , "Giving up work for good" , "Like an unassertive person" , "Shy and fond of being on one's own" .)