Band when inside say nothing (4)
I believe the answer is:
sash
'band' is the definition.
(sash is a kind of band)
'when inside say nothing' is the wordplay.
'when' becomes 'as'.
'inside' is an insertion indicator.
'say nothing' becomes 'sh' (I've seen this in other clues).
'as' placed within 'sh' is 'SASH'.
(Other definitions for sash that I've seen before include "Girdle" , "Long strip of material - window frame" , "Window frame; silk band" , "Style of window" , "Decoration for the twelfth" .)