I have to follow note to seedy club (4)
I believe the answer is:
dive
'seedy club' is the definition.
'i have to follow note' is the wordplay.
'i have' becomes 'I've' (contraction of 'I have').
'to follow' is a charade indicator (letters next to each other) (some letters go after or follow others).
'note' becomes 'd' (musical note).
'ive' put after 'd' is 'DIVE'.
'to' acts as a link.
(Other definitions for dive that I've seen before include "Swim under water" , "Disreputable bar/club" , "Submarine captain's command" , "Plummet" , "sleazy bar" .)