Artist for example in unhappy comeback (5)
I believe the answer is:
degas
'artist' is the definition.
(Edgar Degas, 1834-1917)
'example in unhappy comeback' is the wordplay.
'example' becomes 'eg' (short for 'exempli gratia', 'for example' in Latin).
'in' indicates putting letters inside.
'unhappy' becomes 'sad' (similar in meaning).
'comeback' says the letters should be written backwards.
'sad' written backwards gives 'das'.
'eg' placed inside 'das' is 'DEGAS'.
'for' is the link.
(Other definitions for degas that I've seen before include "French impressionist painter, d. 1917" , "Edgar ---, ballet-dancer painter" , "Edgar --, French artist" , "He painted dancers" , "Edgar -, Fr. artist" .)