Man, say, not completely misleading (4)
I believe the answer is:
isle
'man say' is the definition.
(Isle of Man)
'not completely misleading' is the wordplay.
'not completely' says the answer is hidden in the clue.
'ISLE' can be found hidden inside 'misleading'.
(Other definitions for isle that I've seen before include "Could be Man" , "Wight, Man or Skye" , "inch, perhaps" , "cut-off location" , "Little land" .)