Expression of dismay in note written by beloved (4,2)
I believe the answer is:
dear me
'expression of dismay' is the definition.
(I've seen this before)
'note written by beloved' is the wordplay.
'note' becomes 'me'.
'written by' means one lot of letters go next to another.
'beloved' becomes 'dear' (synonyms).
'me' put after 'dear' is 'DEAR ME'.
'in' acts as a link.
(Other definitions for dear me that I've seen before include "Mild expression of distress from expensive self" , "how sad" , "how distressing!" , "Expression of mild regret from precious self" , "What a pity" .)