The authorities collaring lawyer on Calais street wish they hadn't (3,3,3)

'wish they hadn't' is the definition.
(to rue the day is to regret doing something)

'the authorities collaring lawyer on calais street' is the wordplay.
'the authorities' becomes 'they' ('they' can refer to those in power).
'collaring' indicates putting letters inside.
'lawyer' becomes 'da' (abbreviation for District Attorney).
'on' says to put letters next to each other.
'calais street' becomes 'rue' ('street' in French eg in Calais).
'they' placed around 'da' is 'theday'.
'theday' put after 'rue' is 'RUE THE DAY'.