Disastrous direction to go (4)
I believe the answer is:
west
'disastrous direction to go' is the definition.
(go west can informally mean to die)
'direction to go' is the wordplay.
'direction' becomes 'w' (W is an example).
'to go' becomes 'est' (I can't justify this - if you can you should give a lot more credence to this answer).
'w'+'est'='WEST'
(Other definitions for west that I've seen before include "One Direction" , "English county" , "Small white dog" , "Dog (from Argyll?)" , "Colombian with brews (anag)" .)