Appear late in day having failed in appeal (4,4)
I believe the answer is:
play dead
'appear late' is the definition.
'day having failed in appeal' is the wordplay.
'having failed' indicates an anagram.
'in' indicates putting letters inside.
'appeal' becomes 'plead' (pleading is a kind of appealing**).
'day' is an anagram of 'ayd'.
'ayd' going into 'plead' is 'PLAY DEAD'.
'in' is the link.
I've seen this clue in The Guardian.
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