Thus behold piece played alone (4)

I believe the answer is:

solo

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'alone' is the definition.
(as in a musical solo)

'thus behold' is the wordplay.
'thus' becomes 'so' (synonyms).
'behold' becomes 'lo' (archaic exclamation meaning 'look!').
'so'+'lo'='SOLO'

'piece played' acts as a link.
This may not be right. Some or all of it may belong to another bit of the clue.

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(Other definitions for solo that I've seen before include "Piece for one performer" , "On one's own, unaccompanied" , "By oneself" , "Unaccompanied - card game" , "Lone" .)

I've seen this clue in The Mirror.

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