Something distressing about the female, the one who warns of death (7)
I believe the answer is:
banshee
'the one who warns of death' is the definition.
(creature of Irish folklore)
'something distressing about the female' is the wordplay.
'something distressing' becomes 'bane' (source of annoyance or irritation).
'about' means one lot of letters goes inside another.
'the female' becomes 'she' (I've seen this before).
'bane' placed around 'she' is 'BANSHEE'.
(Other definitions for banshee that I've seen before include "Irish female spirit who warns of an impending death" , "Wailing Irish sprite" , "Wailing woman from Gaelic myth" , "no one wishes to hear" , "Wailing spirit presaging death" .)