Tell, say, when demonstrator loses his head (6)
I believe the answer is:
archer
'tell say' is the definition.
(I know that William Tell is a archer)
'demonstrator loses his head' is the wordplay.
'demonstrator' becomes 'marcher' (I've seen this before).
'loses his head' means to remove the first letter.
'marcher' with its first letter taken away is 'ARCHER'.
'when' is the link.
(Other definitions for archer that I've seen before include "One uses a bow and arrow" , "Jeffrey, bowman?" , "Toxophilite" , "Bow and arrow user" , "Tell possibly < more mischievous" .)