Sadly a girl is taken short (4)
I believe the answer is:
alas
'sadly' is the definition.
('alas' is used to express regret)
'a girl is taken short' is the wordplay.
'girl' becomes 'lass' (lass can informally mean a girl).
'is taken short' means to remove the last letter.
'lass' with its final letter removed is 'las'.
'a'+'las'='ALAS'
(Other definitions for alas that I've seen before include "'- Poor Yorick' (Hamlet)" , "Sad to say!" , "Cry of regret" , "I'm sorry to say" , "Archaic exclamation of sorrow or regret" .)