The most common and most likely answer to this crossword clue is the 6 plus 11 letter word STATIC ELECTRICITY
I've seen this crossword clue in The Times
S
T
A
T
I
C
E
L
E
C
T
R
I
C
I
T
Y
More clues leading to the result STATIC ELECTRICITY
Buddy explains!
The straight part
We know that "What’s still shocking?" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case what’s still shocking? = static electricity.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.