Music suggested by dejected Royal Navy? (3,5)
I believe the answer is:
the blues
'music' is the definition.
(the blues is a genre of music)
'dejected royal navy?' is the wordplay.
I cannot really see how this works, but
'dejected' could be 'blue' (I've seen this in another clue) and 'blue' is found in the answer.
This explanation may well be incorrect...
'suggested by' acts as a link.
(Other definitions for the blues that I've seen before include "Sort of music" , "E.g. Manchester City" , "Gloom and doom" , "Lady Sings - -, Billie Holliday autobiography" , "Chelsea?" .)