Explosive is key anytime, unfortunately (8)
I believe the answer is:
dynamite
'explosive' is the definition.
(dynamite is a kind of explosive)
'key anytime unfortunately' is the wordplay.
'key' becomes 'd' (I've seen this in other clues).
'unfortunately' is an anagram indicator.
'anytime' is an anagram of 'ynamite'.
'd'+'ynamite'='DYNAMITE'
'is' is the link.
(Other definitions for dynamite that I've seen before include "May end it with explosive" , "Fantastic" , "dangerous stuff" , "Jelly" , "an exciting thing" .)