Grand - United lost! (4)
I believe the answer is:
gone
'lost' is the definition.
(synonyms)
'grand united' is the wordplay.
'grand' becomes 'g' (G is short for grand as in a thousand).
'united' becomes 'one' (as in a phrase like 'we are one').
'g'+'one'='GONE'
(Other definitions for gone that I've seen before include "No longer present" , "Departed or dead" , "Well in the past" , "Moved - died" , "Away, departed" .)