Having jilted Ray, threatened to go out, extremely disappointed (6)

I believe the answer is:

gutted

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'extremely disappointed' is the definition.
(I've seen this before)

I don't understand how the remainder of the clue works.

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(Other definitions for gutted that I've seen before include "how fish is prepared" , "Destroyed by fire, or informally overcome by emotion" , "Bitterly disappointed (slang)" , "Disembowelled or destroyed by fire" , "Removed the insides, of a fish perhaps" .)

I've seen this clue in The Independent.

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