What's up with that woman! (3)
I believe the answer is:
she
'that woman' is the definition.
(I've seen this before)
'what's up' is the wordplay.
'what's' becomes 'ehs' (I've seen this in other clues).
'up' shows that the letters should be reversed in order (in down clue: letters go upwards).
'ehs' written backwards gives 'SHE'.
'with' acts as a link.
(Other definitions for she that I've seen before include "1887 Rider Haggard novel" , "The one who must be obeyed" , "lady" , "Female person" , "Book" .)