A failure, of course, is wrong (5)
I believe the answer is:
amiss
'is wrong' is the definition.
(synonyms)
'a failure' is the wordplay.
'failure' becomes 'miss' (miss is a kind of failure).
'a'+'miss'='AMISS'
'of course' is the link.
I am not very happy about this link. Some or all of it may belong to another bit of the clue.
Can you help me to learn more?
(Other definitions for amiss that I've seen before include "Wrong; inaccurate" , "Faulty" , "Out of order" , "Wrorg" , "error" .)