The third to leave party? That's annoying! (3)
I believe the answer is:
bah
'that's annoying' is the definition.
(expression of annoyance)
I cannot understand how the remainder of the clue works.
(Other definitions for bah that I've seen before include "Expression of disgust or contempt" , "Exclamation of disgust or annoyance" , "''... Humbug'' Scrooge's cry" , "Exclamation of contempt or disgust - Scrooge used to say it" , "Appalling!" .)