Robert depressed about empty day, a severe setback (4,4)
I believe the answer is:
body blow
'a severe setback' is the definition.
(I've seen this before)
'robert depressed about empty day' is the wordplay.
'robert' becomes 'bob' (I've seen this before).
'depressed' becomes 'low' ('low' can be a synonym of 'depressed'**).
'about' is an insertion indicator.
'empty' means to remove the middle letters.
'day' with its middle taken out is 'dy'.
'bob'+'low'='boblow'
'boblow' going around 'dy' is 'BODY BLOW'.
(Other definitions for body blow that I've seen before include "Severe disappointment" , "Crushing reverse" , "A severe setback, like punch to solar plexus" , "Huge setback" , "Severe setback, like thump to torso" .)