What I must have, but not in that case (3)
I believe the answer is:
dot
'what i must have' is the definition.
I can't tell whether this definition defines the answer.
'not in that case' is the wordplay.
'not' becomes 'o' (I've seen this in other clues).
'in' means one lot of letters goes inside another.
'that case' becomes 'dt' (I can't justify this - if you can you should give a lot more credence to this answer).
'o' put into 'dt' is 'DOT'.
'but' acts as a link.
(Other definitions for dot that I've seen before include "Flyspeck: period in a web address" , "Spot, speck" , "Point; speck" , "Tiny speck" , "A point, small round mark" .)