Arrive with daughter with unknown play (6)
I believe the answer is:
comedy
'play' is the definition.
(comedy is a kind of play)
'arrive with daughter with unknown' is the wordplay.
'arrive' becomes 'come' (coming is a kind of arriving).
'with' is a charade indicator (letters next to each other).
'daughter' becomes 'd'.
'with' means one lot of letters go next to another.
'unknown' becomes 'y' (algebra).
'come'+'d'+'y'='COMEDY'
(Other definitions for comedy that I've seen before include "satirical play" , "kind of play" , "Drama genre" , "Happy-ending play" , "Humorous play, film" .)