Insisted on personal pieces, initially at a loss (5,2,4,4)

'insisted' is the definition.
(to stick to one's guns is to insist on something)

'on personal pieces initially at a loss' is the wordplay.
I cannot quite see how this works, but
'on' could be 'to' and 'to' is found in the answer.
'personal' could be 'ones' (belonging to oneself) and 'ones' is located in the answer.
'pieces' could be 'guns' (piece can mean a gun) and 'guns' is found within the answer.
'at a loss' could be 'stuck' (at a loss can mean stuck or confused) and 'stuck' is found within the answer.
No letters remain.
This explanation may well be incorrect...