Head abandons lecture about a Cuban leader, sad to say (5)
I believe the answer is:
alack
'sad to say' is the definition.
'head abandons lecture about a cuban leader' is the wordplay.
'head abandons' means to remove the first letter.
'lecture' becomes 'talk' (talk is a kind of lecture).
'about' indicates putting letters inside.
'leader' suggests taking the first letters.
The initial letter of 'cuban' is 'c'.
'talk' with its first letter taken off is 'alk'.
'a'+'c'='ac'
'alk' going around 'ac' is 'ALACK'.
(Other definitions for alack that I've seen before include "Sadly" , "Alas (archaic)" , "I mourn" , "unfortunately" , "Previously expressed regret" .)