Lose art about the Baltic, say (3)
I believe the answer is:
sea
'the baltic say' is the definition.
(baltic is a kind of sea)
'lose art about' is the wordplay.
'about' says the answer is hidden in the clue (the clue goes around or about the answer).
'SEA' can be found hidden inside 'lose art'.
(Other definitions for sea that I've seen before include "that's easily reached from Dover?" , "one may be pounding the beach" , "Adriatic, for example" , "Vast expanse" , "Eg, Aral, Ross, Irish" .)