Despair at roles he messed up (4,5)
I believe the answer is:
lose heart
'despair' is the definition.
(thesaurus)
'at roles he messed up' is the wordplay.
'messed up' indicates an anagram.
'at'+'roles'+'he'='atroleshe'
'atroleshe' is an anagram of 'LOSE HEART'.
(Other definitions for lose heart that I've seen before include "Start to despair" , "Become discouraged in cardiac manner?" , "Falter in courage - or fall in love? (4, 5)" , "Become despondent" , "Become dispirited" .)