Stick with fellow unknown to go missing (4)
I believe the answer is:
wand
'stick' is the definition.
(a wand is a small stick)
'with fellow unknown to go missing' is the wordplay.
I cannot quite understand how this works, but
'with' could be 'and' and 'and' is located in the answer.
A single letter 'w' remains which might be clued in a way I don't understand.
This may be the basis of the clue (or it may be nonsense).
(Other definitions for wand that I've seen before include "Magic rod?" , "Christmas tree fairy's rod" , "Magical staff" , "Magician's prop" , "Fairy's stick" .)