9 across
Bother
first
lady
after
exercise
(5)
Bother first lady after exercise (5)
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The definition is at the beginning of the clue.
How the clue works
The definition is Bother, meaning to annoy or irritate. You build the answer by taking PE (physical exercise) and following it with EVE (the first lady — biblical Eve, of course), giving you PEEVE.