Denies leaving West Indies with comics (4)
I believe the answer is:
wits
'denies leaving' is the definition.
I can't judge whether this defines the answer.
'west indies with comics' is the wordplay.
'west indies' becomes 'wi'.
'with' is a charade indicator (letters next to each other).
'comics' becomes 'ts' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'wi'+'ts'='WITS'
Can you help me to learn more?
(Other definitions for wits that I've seen before include "Intelligence" , "Mental faculties" , "Keep them about you to stay alert" , "Senses" , "Wags, quipsters" .)