Expression of regret or dismay (2,4)

I believe the answer is:

oh dear

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'expression' is the definition.
(I have seen 'Expression of dismay ' mean 'oh dear' so perhaps 'expression' could also mean 'oh dear')

I don't understand the remainder of the clue.

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(Other definitions for oh dear that I've seen before include "Expression of dismay" , "That's disappointing!" , "Never mind!" , "rueful remark" , "That's a shame" .)

I've seen this clue in the Sydney Morning Herald.

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