The term 'GREAT DISMAY' can be broken down into two words, 'GREAT' and 'DISMAY'. The first word, 'GREAT', is defined as being of an extent, amount, or intensity considerably above the normal or average. The second word, 'DISMAY', is defined as a feeling of fear, distress, or despair. When combined, the phrase 'GREAT DISMAY' can be interpreted to mean a feeling of intense fear, distress, or despair. This can be further illustrated by the crossword solution 'HORROR' (6 letters). HORROR is a strong emotion of fear, shock, and revulsion. Therefore, the term 'GREAT DISMAY' can be described as a feeling of intense HORROR.