Retriever, say, set free in outskirts of Godalming
I believe the answer is:
gun dog
'retriever say' is the definition.
(retriever is a kind of gun dog)
'set free in outskirts of godalming' is the wordplay.
'set free' becomes 'undo' (I've seen this before).
'in' is an insertion indicator.
'outskirts of' means to remove the middle letters.
'godalming' with its centre taken out is 'gg'.
'undo' put within 'gg' is 'GUN DOG'.
(Other definitions for gun dog that I've seen before include "Shooter's retriever" , "Game retriever" , "Setter maybe" , "Eg, retriever" , "Canine trained to retrieve game" .)