The most common and most likely answer to this crossword clue is the 9 letter word ESMERALDA
E
S
M
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A
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D
A
More clues leading to the result ESMERALDA
- De la Mare’s wild gypsy heroine
- Originally set in stone by a girl claiming sanctuary
- Hugo’s character originally set in stone, with a touch of arrogance
- Tip of sword encased in stone by a literary character
- Tragic heroine seen originally wearing green article
- Dream sale excited Hugo’s girl?
- Dare males to change novel woman character
- De la Mare’s funny lady of fiction
- De la Mare's dancing gypsy girl
Buddy explains!

The straight part
We know that "lady of fiction" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case lady of fiction = esmeralda.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.