Prince unhappy in the shade (5,4)
I believe the answer is:
royal blue
'shade' is the definition.
(shade of blue)
'prince unhappy' is the wordplay.
'prince' becomes 'royal' (prince is a type of royal).
'unhappy' becomes 'blue' (blue can mean sad or miserable).
'royal'+'blue'='ROYAL BLUE'
'in the' acts as a link.
(Other definitions for royal blue that I've seen before include "Dark colour" , "Deep rich shade of colour" , "(Regal?) colour" , "Queen's shade?" , "Your be-all (anag) - shade" .)