Instrumental composition (5)
(Other definitions for etude that I've seen before include "A short musical exercise" , "Indian statesman" , "Testing musical composition" , "(Musical) study" , "Short composition for a solo instrument" .)
'instrumental composition' is the definition.
(I've seen this before)
This is the entire clue.
(Other definitions for sonata that I've seen before include "just for one or two players?" , "piece for instrumental soloist" , "Moonlight, perhaps" , "Type of musical composition" , "Classical composition" .)