The most common and most likely answer to this crossword clue is the 3 plus 6 letter word BAY WINDOW
I've seen this crossword clue in Independent
B
A
Y
W
I
N
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O
W
More clues leading to the result BAY WINDOW
Buddy explains!

The straight part
We know that "type of recess in wall" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case type of recess in wall = bay window.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.