Welshman departs on major road (3)
I believe the answer is:
dai
'welshman' is the definition.
(Welsh name)
'departs on major road' is the wordplay.
'departs' becomes 'd' (common abbreviation e.g. train timetables).
'on' is a charade indicator (letters next to each other) (in a down clue, letters appear on others).
'major road' becomes 'ai' (resembles A1, a major road).
'd'+'ai'='DAI'
(Other definitions for dai that I've seen before include "Lloyd George?" , "Perhaps man in Cardiff" , "Welsh male name" , "Welshman" , "Welshman's name" .)