Unhappy, said I must leave (3)
I believe the answer is:
sad
'unhappy' is the definition.
(associated in meaning)
'said i must leave' is the wordplay.
'must leave' suggests deleting specific letters.
'said' with 'i' taken away is 'SAD'.
(Other definitions for sad that I've seen before include "Winter blues, initially" , "Dejected" , "Gloomy" , "Unfortunate" , "Heavy-hearted" .)