Literary alter ego in cloak, say (4)
I believe the answer is:
hyde
'literary alter ego' is the definition.
(as in Dr Jekyl and Mr Hyde)
'cloak say' is the wordplay.
'cloak' becomes 'hide' (I've seen this before).
'say' shows a homophone (sound like).
'hide' is a homophone of 'HYDE'.
'in' is the link.
(Other definitions for hyde that I've seen before include "doctor turned into during work" , "First president" , "Jekyll's alter ego" , "Manchester town, London park" , "Green space in London" .)