Three left:
5D Firm with policy (7) S???E?Y
Could this be SOCIETY?
7D Wing: try on other wing (7) E???R?N
Could this be ETHORON? It's an anagram of ON OTHER but I haven't found it it any of my dictionaries.
9A Wee Cock Sparra's shore (7) A???E??
I'm guessing this is one of the beaches on the island of Barra, but I can't find any that fit. The third and last letters of 9A are the third letters of 5D and 7D respectively.