The most common and most likely answer to this crossword clue is the 9 letter word DESDEMONA
I've seen this crossword clue in Financial Times
D
E
S
D
E
M
O
N
A
More clues leading to the result DESDEMONA
- So ended a broadcast about married heroine in play
- Murdered wife of Parisian: malevolent figure engaged in it
- Some French fiend confronts a Shakespearean victim
- Some French fiend and a tragic heroine
- Wife who was murdered
- Damage to dame’s done — this dame?
- Dame’s done playing role in Othello
- Dramatic role dame’s done badly
Buddy explains!

The straight part
We know that "Shakespearean victim" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case shakespearean victim = desdemona.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.