Very surprised to set off escorted (8)
I believe the answer is:
startled
'very surprised' is the definition.
(to startle someone is to surprise or scare them)
'set off escorted' is the wordplay.
'set off' becomes 'start' (synonyms).
'escorted' becomes 'led' (to lead someone somewhere is to escort them).
'start'+'led'='STARTLED'
'to' acts as a link.
(Other definitions for startled that I've seen before include "Stunned, shocked" , "Suddenly alarmed" , "Frightened or suprised suddenly" , "Frightened or surprised suddenly" , "Scared" .)