Festivities, unfortunately, continue after midnight (5)
I believe the answer is:
galas
'festivities' is the definition.
(I know this)
'unfortunately continue after midnight' is the wordplay.
I cannot really see how this works, but
'unfortunately' could be 'alas' ('alas' is used to express regret) and 'alas' is present in the answer.
'midnight' could be 'g' (the middle letter in 'night') and 'g' is found in the answer.
No letters remain.
This may be the basis of the clue (or it may be nonsense).
Can you help me to learn more?
(Another definition for galas that I've seen is " Bashes".)