Dandy holding another up in exit (3,3)
I believe the answer is:
pop off
'exit' is the definition.
(popping off is a kind of exiting)
'dandy holding another up' is the wordplay.
'dandy' becomes 'fop' ('fop' can be a synonym of 'dandy').
'holding' is an insertion indicator.
'another' becomes 'fop' (I can't justify this - if you can you should believe this answer much more).
'up' says the letters should be written in reverse (in down clue: letters go upwards).
'fop' placed around 'fop' is 'ffopop'.
'ffopop' reversed gives 'POP OFF'.
'in' is the link.
(Other definitions for pop off that I've seen before include "Die informally like champagne cork?" , "Die informally to sound of champagne cork?" , "exit" , "Leave without warning" , "Go" .)