Say lady is heartless, completely (7)
I believe the answer is:
utterly
'completely' is the definition.
(synonyms)
'say lady is heartless' is the wordplay.
'say' becomes 'utter' (to utter something is to speak or say it).
'is heartless' suggests removing the centre.
'lady' with its middle taken out is 'ly'.
'utter'+'ly'='UTTERLY'
(Other definitions for utterly that I've seen before include "Absolutely and completely" , "Completely and without qualification" , "Completely and totally" , "'All is changed, changed . . .' (Yeats)" , "Completly and without qualification" .)