Baffled by sensational wordplay with nine letters missing (2,1,4)
I believe the answer is:
at a loss
'baffled' is the definition.
(thesaurus)
'by sensational wordplay with nine letters missing' is the wordplay.
I cannot quite see how this works, but
'by' could be 'at' and 'at' is found within the answer.
This explanation may well be incorrect...
(Other definitions for at a loss that I've seen before include "with income less than outlay?" , "Not knowing what to say or do - profitless" , "How unprofitable business is run" , "Puzzled and indecisive? No profit in it" , "how a bankrupt business was run" .)