Mostly loose, set out alone (4)
I believe the answer is:
solo
'alone' is the definition.
(as in a musical solo)
'mostly loose set out' is the wordplay.
'mostly' means to remove the last letter (most but not all of the word).
'set out' is an anagram indicator.
'loose' with its final letter removed is 'loos'.
'loos' is an anagram of 'SOLO'.
(Other definitions for solo that I've seen before include "Aline in Oslo" , "Type of whist" , "Unaccompanied - card game" , "Card game; for one" , "Done by one person" .)