Crossword Genius

When one may get a nasty shock? (3,4,3)

Ross

I believe the answer is:

bad hair day

'when one may get a' is the definition.
I don't know anything about this answer so I can't judge whether this works.

'nasty shock?' is the wordplay.
I cannot quite see how this works, but
'nasty' could be 'bad' (I've seen this in another clue) and 'bad' is present in the answer.
'shock?' could be 'hair' (shock can mean a mass of hair) and 'hair' is present in the answer.
The remaining letters 'day' is a valid word which might be clued in a way I don't understand.
This may be the basis of the clue (or it may be nonsense).

(Other definitions for bad hair day that I've seen before include "When everything goes wrong (with one's locks?)" , "awful time" , "When everything makes one irritable?" , "Time when things go wrong" , "Having dodgy locks" .)

I've seen this clue in The Times.
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