Unexpected contender may be mysterious, and worrying her so (4,5)
I believe the answer is:
dark horse
'unexpected contender' is the definition.
'mysterious and worrying her so' is the wordplay.
'mysterious' becomes 'dark'.
'and' is a charade indicator (letters next to each other).
'worrying' indicates anagramming the letters.
'her'+'so'='herso'
'herso' is an anagram of 'horse'.
'dark'+'horse'='DARK HORSE'
'may be' is the link.
(Other definitions for dark horse that I've seen before include "Little is known of its properties" , "unexpectedly successful entry" , "Competitor of unknown capabilities" , "One about whom little is known" , "Unknown quantity" .)