They may be shocking swimmers (4)
I believe the answer is:
I believe this is a double definition.
'they may be shocking' is the first definition.
(I've seen this in another clue)
'swimmers' is the second definition.
(eel is a kind of aquatic vertebrate)
(Other definitions for eels that I've seen before include "Else (anag.)" , "They have long bodies and very small fins" , "Smooth fishes" , "Slender fishes" , "Food for Cockney" .)