Spy left in a panic, holding Independent showing such feeling (4-4)

I believe the answer is:

self-pity

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(Other definitions for self-pity that I've seen before include "State of feeling sorry for one's own situation" , "Inward maudlin sorrow" , "(Surgical) cut" , "Inwardly-directed compassion" , "Moaning about one's misfortunes shows it" .)

I've seen this clue in The Telegraph.

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