Blue fluff? (4)
I believe the answer is:
down
I believe this clue is a double definition.
'blue' is the first definition.
(both can mean sad)
'fluff' is the second definition.
(both can mean soft feathers)
(Other definitions for down that I've seen before include "Sad; feathers" , "See 1" , "Depressed - feathers" , "Immediately" , "Depressed; swallow" .)