The shade is down (4)
I believe the answer is:
blue
I believe this is a double definition.
'the shade' is the first definition.
(I have seen 'A shade' mean 'blue' so perhaps 'shade' could also mean 'blue')
'is down' is the second definition.
(both can mean sad)
(Other definitions for blue that I've seen before include "navy perhaps" , "Miserable - cerulean" , "Sad - shade" , "in Oxford, it's dark" , "Colour - smutty" .)