The most common and most likely answer to this crossword clue is the 5 plus 4 letter word EARTH WIRE
I've seen this crossword clue in The Guardian
E
A
R
T
H
W
I
R
E
Buddy explains!
The straight part
We know that "No shock having this" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case no shock having this = earth wire.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.