Blue feathers (4)
I believe the answer is:
down
This clue is a double definition.
'blue' is the first definition.
(both can mean sad)
'feathers' is the second definition.
(down can mean bird feathers)
(Other definitions for down that I've seen before include "drink at speed" , "Fluff - sorrowful" , "Not working (computer)" , "Consume (drink), sad" , "Pillow filler - dejected" .)