Obscure cut by European is more melancholy (5)
I believe the answer is:
bluer
'more melancholy' is the definition.
(I've seen this in another clue)
'obscure cut by european' is the wordplay.
'obscure' becomes 'blur' (both can mean to vague or indistinct).
'cut by' means one lot of letters goes inside another (some letters cut their way into a word).
'european' becomes 'E' (abbreviation e.g. EU).
'blur' enclosing 'e' is 'BLUER'.
'is' is the link.
(Other definitions for bluer that I've seen before include "more depressed" , "bawdier" , "More conservative" , "More racy" , "getting more down" .)