Colour makes prince miserable (5,4)
I believe the answer is:
royal blue
'colour' is the definition.
(I know that royal blue is a type of blue)
'prince miserable' is the wordplay.
'prince' becomes 'royal' (prince is a type of royal).
'miserable' becomes 'blue'.
'royal'+'blue'='ROYAL BLUE'
'makes' is the link.
(Other definitions for royal blue that I've seen before include "A shade Conservative" , "Queen's shade?" , "Bally euro (anag.)" , "Deep rich shade of colour" , "Dark colour" .)