Pseudonym I left out, unfortunately (4)
I believe the answer is:
alas
'unfortunately' is the definition.
(I've seen this before)
'pseudonym i left out' is the wordplay.
'pseudonym' becomes 'alias' (I've seen this before).
'left out' indicates named letters should be taken away.
'alias' with 'i' taken out is 'ALAS'.
(Other definitions for alas that I've seen before include "Sadly, unfortunately" , "Cry of grief" , "Regrettably, unfortunately" , "Proper, respectable" , "-- and alack!" .)