Unhappily imagine being short of one puzzle (6)
I believe the answer is:
enigma
'puzzle' is the definition.
(thesaurus)
'unhappily imagine being short of one' is the wordplay.
'unhappily' indicates an anagram.
'being short of' is a deletion indicator.
'one' becomes 'i' (Roman numeral).
'imagine' with 'i' taken away is 'magine'.
'magine' anagrammed gives 'ENIGMA'.
(Other definitions for enigma that I've seen before include "Conundrum" , "WW2 code" , "Puzzle of gamine (6)," , "Mysterious person/thing" , "It's mysterious, difficult to understand" .)