Co-operate with Brand, say, and dance (4,4)
'co-operate' is the definition.
(I've seen this before)
'brand say and dance' is the wordplay.
'brand say' becomes 'play' (Brand by Henrik Ibsen is an example).
'and' says to put letters next to each other.
'dance' becomes 'ball' (ball is a kind of dance).
'play'+'ball'='PLAY BALL'
'with' acts as a link.
(Other definitions for play ball that I've seen before include "Agree to comply with someone else's rules" , "Most boys love to" , "Do what is needed" , "Be cooperative" , "perform service in court" .)
'dance' is the definition.
(thesaurus)
I can't explain the remainder of the clue.
(Other definitions for play that I've seen before include "Stage drama" , "Drama - latitude - sport" , "Freedom of movement" , "Drama; engage in games" , "Recreation" .)