How terrible daughter blocks catch with ball, at first (2,4)
I believe the answer is:
oh dear
'how terrible' is the definition.
I don't know anything about this answer so I can't tell whether it can be defined by this definition.
'daughter blocks catch with ball at first' is the wordplay.
'daughter' becomes 'd' (genealogical abbreviation).
'blocks' means one lot of letters goes inside another (the inside letters form a 'blockage').
'catch with' becomes 'hear' (to catch something is to hear it being spoken. I am not sure about the 'with' bit.).
'ball' becomes 'o' (O looks like a ball).
'at first' is a charade indicator (letters next to each other).
'd' placed into 'hear' is 'hdear'.
'hdear' put after 'o' is 'OH DEAR!'.
Can you help me to learn more?
(Other definitions for oh dear that I've seen before include "That's a shame" , "That's disappointing!" , "Expression of dismay" , "What a pity/shame/surprise!" , "rueful remark" .)