Get lost in this jazz? (4)
I believe the answer is:
scat
I believe this clue is a double definition.
'get lost' is the first definition.
(informal imperative meaning 'go away')
'this jazz?' is the second definition.
(scat is a kind of jazz)
'in' is the link.
(Other definitions for scat that I've seen before include "One way of singing" , "Dropping" , "Wordless singing style" , "vocal style?" , "Go away quickly" .)