Pure, holy band is playing Gershwin piece (8,2,4)
I believe the answer is:
rhapsody in blue
'gershwin piece' is the definition.
I know nothing about this answer so I cannot judge whether this works.
'pure holy band is playing' is the wordplay.
'playing' indicates an anagram.
'pure'+'holy'+'band'+'is'='pureholybandis'
'pureholybandis' anagrammed gives 'RHAPSODY IN BLUE'.
Can you help me to learn more?
(Other definitions for rhapsody in blue that I've seen before include "Gershwin's piece" , "Example of jazz" .)