Sad record being played in the small hours? (12)
I believe the answer is:
disconsolate
'sad' is the definition.
(I've seen this before)
'record being played in the small hours?' is the wordplay.
I cannot really understand how this works, but
'record' could be 'disc' ('disc' can be a synonym of 'record') and 'disc' is located in the answer.
'small' could be 's' (abbreviation - e.g. clothes size) and 's' is found within the answer.
This explanation may well be incorrect...
Can you help me to learn more?
(Other definitions for disconsolate that I've seen before include "Deeply sad" , "Low in spirits" , "Dejected" , "Woebegone" , "Stuck with the blues" .)