Utterly blue Conservatives? (9)
I believe the answer is:
downright
'utterly' is the definition.
(downright can mean utterly or totally)
'blue conservatives?' is the wordplay.
'blue' becomes 'down' (both can mean sad).
'conservatives?' becomes 'right' (I've seen this in another clue).
'down'+'right'='DOWNRIGHT'
(Other definitions for downright that I've seen before include "Absolutely!" , "True" , "blunt" , "Frank" , "Utter, complete" .)