In the afternoon, Sarah gives us a song (5)
I believe the answer is:
psalm
'a song' is the definition.
(I've seen this before)
'in the afternoon sarah' is the wordplay.
'in the' means one lot of letters goes inside another.
'afternoon' becomes 'pm'.
'sarah' becomes 'Sal' (Sally is a common pet form of Sarah).
'pm' placed around 'sal' is 'PSALM'.
'gives us' is the link.
(Other definitions for psalm that I've seen before include "OT hymn" , "Old Testament lyrical poem or prayer" , "Sacred poem attributed to David" , "Church song" , "Palms (anag.)" .)