Arrived with blue clothing to make an impression (7,2)

'arrived' is the definition.
(fetch up can mean to arrive somewhere)

'blue clothing to make an impression' is the wordplay.
'blue' becomes 'fed up' (both can mean unhappy).
'clothing' means one lot of letters goes inside another (some letters cover up or clothe others).
'to make an impression' becomes 'etch' (to etch is to make an impression in something).
'fedup' going around 'etch' is 'FETCHED UP'.

'with' is the link.