Tale, altered in the middle, following the setter’s puzzle (7)
I believe the answer is:
mystery
This could be a double definition.
'tale' is the first definition.
(I have seen 'tale of suspense' mean 'mystery' so perhaps 'tale' could also mean 'mystery')
'puzzle' is the second definition.
(I've seen this before)
'altered in the middle following the setter's' acts as a link.
This may not be correct. Some or all of it may belong to one of the definitions.
(Other definitions for mystery that I've seen before include "Mediaeval trade" , "Puzzle" , "associated with Macavity" , "Unexplained phenomenon" , "Something strange and inexplicable" .)