What a shame digging up leads from Dunedin, Auckland and Wellington (3,3)
I believe the answer is:
too bad
'what a shame' is the definition.
(I've seen this in another clue)
I cannot understand how the rest of the clue works.
Can you help me to learn more?
(Other definitions for too bad that I've seen before include "Tough" , "Informally regrettable, a pity" , "That's regrettable, informally" , "regrettably" , "Informally regrettable - excessively wicked" .)