Shack in Slough (4)
I believe the answer is:
shed
This clue is a double definition.
'shack' is the first definition.
(I've seen this before)
'slough' is the second definition.
(both can mean to remove or lose)
'in' acts as a link.
(Other definitions for shed that I've seen before include "Small hut - lose it" , "Lose as trees do leaves" , "Removed in garden hut" , "Hut - throw off - Guardian cryptic crossword setter" , "something at the bottom of the garden?" .)